Use the identity of Theoretical Exercises 5.5 to derive E[X 2 ] when X is an exponential

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Use the identity of Theoretical Exercises 5.5 to derive E[X2] when X is an exponential random variable with parameter λ.

Use the result that for a nonnegative random variable Y,


Theoretical Exercises 5.5

To show that for a nonnegative random variable X,

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