If X∼Rayleigh(σ)X \sim \text{Rayleigh}(\sigma)X∼Rayleigh(σ), what is Var(X)Var(X)Var(X)?
σ2(1−π/4)\sigma^2(1 - \pi/4)σ2(1−π/4)
2σ22\sigma^22σ2
4−π2σ2\frac{4-\pi}{2}\sigma^224−πσ2
σ2π/2\sigma^2\pi/2σ2π/2