let X be a random variable for a six sided die
$X(\Omega)=\{1,2,3,4,5,6\}$
$\sigma^2_X = 2.916$
let Y be a random variable of a four sided die
$Y(\Omega) = \{1,2,3,4\}$
$\sigma^2_Y = 1.25$
let $Z = X - Y$
Now $\sigma^2_Z = \sigma^2_X + \sigma^2_Y$
$\sigma^2_Z = 4.166$
but when i try to calculate without applying the identity.
$Z(\Omega) =\{-3,-2,-1,0,1,2,3,4,5 \}$
$P(-3) = P(5) = \frac{1}{24}$
$P(-2) = P(4) = \frac{2}{24}$
$P(-1) = P(3) = \frac{3}{24}$
$P(2) = P(1) = P(0) = \frac{4}{24}$
$E[Z] = 1$
$E[Z^2] = 4.5$
$\sigma^2_Z = 4.5 - 1 = 3.5$
Where am i going wrong?
$\begin{aligned}\mathbb{E}Z^{2} & =\frac{1}{24}\left(\left(-3\right)^{2}+5^{2}\right)+\frac{2}{24}\left(\left(-2\right)^{2}+4^{2}\right)+\frac{3}{24}\left(\left(-1\right)^{2}+3^{2}\right)+\frac{4}{24}\left(0^{2}+1^{2}+2^{2}\right)\\ & =\frac{34}{24}+\frac{40}{24}+\frac{30}{24}+\frac{20}{24}\\ & =\frac{124}{24}=\frac{31}{6} \end{aligned} $
So that $\mathbb EZ^2-(\mathbb EZ)^2=\frac{31}6-1=\frac{25}6\approx4.166$.