ThmDex – An index of mathematical definitions, results, and conjectures.

ThmDex – An index of mathematical definitions, results, and conjectures.

Result R5444 on D211: Standard gaussian random real number

Expectation of a squared standard gaussian random real number

Formulation 0

Let $Z \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number.

Then \begin{equation} \mathbb{E} Z^2 = 1 \end{equation}