Let X∼Exp(λ)X \sim \text{Exp}(\lambda)X∼Exp(λ). What is Var(X)Var(X)Var(X)?
λ\lambdaλ
1λ\frac{1}{\lambda}λ1
1λ2\frac{1}{\lambda^2}λ21
λ2\lambda^2λ2