Assume that the set of random variables Y[i] are independent for i = 1 to 10 (which are approximated by a Gaussian(0,1) distribution). Define Z = (sum from i = 1 to 10) Y[i]^2. Show using the properties of moments that E(Y[i]^2) = 1.
Note that the square brackets [] are for subscripts, so Y[i] is Y sub-i. Also note that E() represents the expectation, or expected value.