1. Let X1,X2, . . . ,Xn be iid C(1,) RVs. Show that E0(1 + X2 1)k...

1. Let X1,X2, . . . ,Xn be iid C(1,θ) RVs. Show that E0(1 + X2 1)−k = (1/π)B(k +

1/2,1/2). Hence or otherwise show that E0

!

X2 1

(1+X2 1 )2

"

= var

#

X1 1+X2 1

$

= 1/8.