Let X be a random variable uniformly distributed on [-1, 1].
- What is E[X] and Var(X)?
- What is E[X^2] and Var(X^2)?
- Suppose we pick m numbers X1, X2, ..., Xm, where each is independent and each is uniform on [-1, 1]. Let Z = X1^2 + X2^2 + X3^2 + Xm^2. What is the expected value of Z? What is the standard deviation?