The variance of the random variable X with probability density function f(x)=12|x|e−|x| is
E(x)=∫∞−∞xf(x)dx=∫∞−∞12x|x|e−|x|dx
= 0 (∵ Integrand is an odd function)
E(X2)=∫∞−∞12x2.|x|.e−|x|.dx=∫∞0x3x−xdx=6
(∵ Integrand is an even function
Variance of
X=E(X2)−{E(X)}2=6−(0)2=6