Which of the following are always true for random variables $X$, $Y$ and real numbers $a$, $b$?
- The variance of $X$ is always non-negative.
- The standard deviation of $X$ is always non-negative.
- If $V(X)=V(Y)$, then $V(X+a)=V(Y+b)$.
- If $V(aX)=V(bX)$ for $a≠0$ and $b≠0$, then $a=b$.
- If $E[X]=E[Y]$ and $V(X)=V(Y)$, then $X=Y$.
- If $E[X]=E[Y]$ and $V(X)=V(Y)$, then $E[X^2]=E[Y^2]$.
I know that 1 and 2 are always true since variance can only be 0 (if all values are the same) or positive (due to the squaring).
I am certain that option 3 is false as $a$ and $b$ may differ. Option 4 should be also true since they multiply the same value, so if the result is the same $a$ and $b$ must equal.
The last 2 options baffle me as it includes Y as well.
3) $V(X+a)=V(X)=V(Y)=V(Y+b)$ so the statement is true.
4) if $V(X)=0$ then $V(aX)=a^2V(X)=0=b^2V(X)=V(bX)$ for all constants $a,b$, so the statement is false. It is false also under the extra condition that $V(X)>0$. Then equality $V(X)=V(-X)$ provides a counterexample.
5) False. A random variable is not determined by expectation and variance. Even stronger: also the distribution of a random variable is not determined by expectation and variance.
6) This statement is true because $\mathbb EX^2=V(X)+(\mathbb EX)^2=V(Y)+(\mathbb EY)^2=\mathbb EY^2$.