Help me find my mistake for this variance

58 Views Asked by At

Suppose X is an observation from a distribution with probability mass function $$X\sim f(x)=\left(\frac{\theta}{2}\right)^{\left | x \right |}(1-\theta)^{1-\left | x \right |} 1_{A}(x)$$ $$0<\theta<1$$ where $$A=\left \{ 1,0,-1 \right.\left. \right \}$$ Suppose $$T(X)=2 \cdot 1_{B}(x)$$ where $$B=\left \{ 1 \right.\left. \right \}$$ I am trying to find the variance of T and this is what i did : $$V(T)=E(4 \cdot 1_{B} ^2) - E^2(2 \cdot 1_{B})$$ where i used the fact that $$V(X)=E(X^2)-E^2(X)$$ We can show that $$E(T)=\theta$$ So the variance can now be written as $$V(T)=4[1^2 f(1,\theta) + 0^2 f(0,\theta)] - (\theta)^2$$ Can you spot my mistake?