Square of a standard normal: let X1, ..., Xn ~ X be i.i.d. standard normal variables....

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Square of a standard normal: let X1, ..., Xn ~ X be i.i.d. standard normal variables. What is the mean E[X2] and variance Var

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Solution Let X., X2, ...., an oux be red standard normal variables. X., X2,.... , x n unco, 1) dea)= I et f from normalized P in case of standard L (X?) is the normal vanate 4th moment and its value in 3 6:1 then V(x) = (x43 -TE (x)] 304-31) 23 V(62)

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