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Expectation of x^2

  1. Sep 29, 2011 #1
    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.
     
  2. jcsd
  3. Sep 29, 2011 #2

    chiro

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    Science Advisor

    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?
     
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