QuestionAssume has a normal distribution . Find
Answer:
Studdy Solution
STEP 1
1. is a normally distributed random variable with mean and variance .
2. We need to find the expected value of the expression .
3. The properties of expectation and variance for linear transformations of random variables will be used.
STEP 2
1. Identify the transformation of the random variable.
2. Apply the properties of expectation.
3. Calculate the expected value.
STEP 3
Identify the transformation of the random variable . We are given the expression . This is a transformation of where .
STEP 4
Apply the properties of expectation. We need to find where . The expectation of a square of a linear transformation can be found using the formula:
STEP 5
Calculate and :
1.
2.
STEP 6
Now, substitute these values into the formula for :
Calculate :
Therefore:
The expected value is .
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