Let A be an event, and let IA be the associated indicator random variable: IA(ω)=1 if ω∈A, and IA(ω)=0 if ω∉A. Similarly, let IB be the indicator of another event, B. Suppose that, P(A)=p, P(B)=q, and P(A intersection B)=r.
Find E[(IA−IB)2] in terms of p,q,r?
2.Determine Var(IA−IB) in terms of p,q,r?
The solution in Chegg is for P(AUB)=r instead of P(A intersection B)=r. I need to know how to find Var(IA−IB) in terms of p,q,r?
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