Question: Show that if Q 2r , then E[Q] r and var[Q] 2r. Hint: Use the representation Q Pni 1 Z2 i

Show that if Q » Â2r

, then E[Q] Æ r and var[Q] Æ 2r.

Hint: Use the representation Q Æ

Pni

Æ1 Z2 i with Zi independent N(0,1) .

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