Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2025/paper-1/14/c/solution

Here , so the probability density function is the even function on , where . Hence by oddness, and the variance is just . Two applications of integration by parts give
Thus

New to topics? Read the docs here!