Thread: Standard normal distribution expected values

Given the t distribution with v df: T=Z/sqr((Y/v))

Also given that Z has standard normal distribution and Y is independent chi-square distributed variable with v df.

My question is: find E(Z) and E(Z^2) given Z has a standard normal distribution

Originally Posted by redwings6

Given the t distribution with v df: T=Z/sqr((Y/v))

Also given that Z has standard normal distribution and Y is independent chi-square distributed variable with v df.

My question is: find E(Z) and E(Z^2) given Z has a standard normal distribution

What does that have to do with a t or a chi-square?
If Z has standard normal distribution then it has mean zero and a second moment=variance of one.