E[X² + Y²] when X, Y are independent identically distributed with E(X)…

Question

E[X² + Y²] when X, Y are independent identically distributed with E(X) = 0, Var(X) = σ²:

Accepted 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.)

Answer

2σ²

Answer

σ²

Answer

0

E[X² + Y²] when X, Y are independent identically distributed with E(X) = 0, Var(X) = σ²: