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E[X² + Y²] when X, Y are independent identically distributed with E(X) = 0, Var(X) = σ²:
A2σ²
B2σ²
Cσ²
D0
Answer & Solution
Correct answer: B. 2σ²
E(X² + Y²) = E(X²) + E(Y²) = 2 × Var(X) (since E(X) = 0). = 2σ². (Used in chi-square distribution: sum of squares of standard normals.)
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