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Variance of the height of a random point on a sphere

Question

A point (x,y,z)(x,y,z) is chosen uniformly at random on the surface of the unit sphere. What is the variance of its zz-coordinate?

Short answer

1/31/3. By symmetry Ez=0\mathbb{E}z=0 and Ex2=Ey2=Ez2\mathbb{E}x^2=\mathbb{E}y^2=\mathbb{E}z^2; since x2+y2+z2=1x^2+y^2+z^2=1, each equals 13\tfrac13. (Archimedes' theorem also says zz is uniform on [−1,1][-1,1], whose variance is 13\tfrac13.)

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