Interview Question: New Distribution

Sample Question #169 (probability theory)

Let x ~ N(0, 1). What’s the expectation and variance of x2?

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2 Responses to Interview Question: New Distribution

  1. Brett says:

    ANSWER
     
    This is a chi-squared(1) distribution. Its mean is 1 and variance is 2.
     
    (Bonus question: what’s the definition of a chi-squared(n) distribution? What are the expectation and variance of a chi-squared(n) distribution?)
     

  2. heath says:

    chi(n,2n)wikipedia defn. belowIf Xi are k independent, normally distributed random variables with mean 0 and variance 1, then the random variable

    is distributed according to the chi-square distribution. This is usually written

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