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James1990
Sep29-11, 02:39 AM
How to calculate E(x^2) given that x are i.i.d random variables distributed as a standard normal i.e. N(0,1) ?
Thank you.

chiro
Sep29-11, 03:17 AM
How to calculate E(x^2) given that x are i.i.d random variables distributed as a standard normal i.e. N(0,1) ?
Thank you.

Hey James1990 and welcome to the forums.

Do you know the relationship for Variance to second and first order moments?

[HINT: Var(X) = E[X^2] - {E[X]}^2].

What do you know about the mean and variance of your distribution?