ThmDex – An index of mathematical definitions, results, and conjectures.
Variance of a squared standard gaussian real number
Formulation 0
Let $Z \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number.
\begin{equation} \text{Var} Z = 2 \end{equation}
Proofs
Proof 0
Let $Z \in \text{Gaussian}(0, 1)$ be a D211: Standard gaussian random real number.
This result is a direct corollary to R5675: Variance of a squared and centred gaussian random real number. $\square$