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Define the random variable X by X = X. What is the value of E[= X]? Recall that the mean of X equals u

 

Define the random variable X by X = X. What is the value of E[= X]? Recall that the mean of X equals u and the variance equals. The fact that E[XY] = E [] mentioned above may also be useful. Further, X is constant with respect to the index i in the sum. Please justify your answer.

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