Let XXX have PDF f(x)=1πe−x2f(x) = \frac{1}{\sqrt{\pi}} e^{-x^2}f(x)=π1e−x2 for all x∈Rx \in \mathbb{R}x∈R. What is the variance of XXX?
14\frac{1}{4}41
12\frac{1}{2}21
1π\frac{1}{\sqrt{\pi}}π1
1