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Squared deviation of one variable from the sample mean

Question

The random variables A1,…,A10A_1,\dots,A_{10} are independent, each with variance 100100, and E[Ai]=2i−1\mathbb{E}[A_i]=2i-1. Let A‾=110∑i=110Ai\overline A=\tfrac1{10}\sum_{i=1}^{10}A_i. Find E[(A1−A‾)2]\mathbb{E}\big[(A_1-\overline A)^2\big].

Short answer

171171. Use second moment == variance ++ squared mean. Since A1−A‾=910A1−110∑i≥2AiA_1-\overline A=\tfrac{9}{10}A_1-\tfrac1{10}\sum_{i\ge2}A_i, its variance is 100(81100+9100)=90100\big(\tfrac{81}{100}+\tfrac{9}{100}\big)=90. Its mean is 1−110⋅100=−91-\tfrac{1}{10}\cdot100=-9, contributing 8181. Total 171171.

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