here is the question im not sure how to go about doing it
We know that for any random variable Y, the variance of Y is defined as
σY2 = E(Y-E(Y))2 = E(Y2) – [E(Y)]2
a) Apply this formula to the sample mean of a random sample of size n from a population with mean μ and variance σ2, and show that
E( 2) = μ2 + σ2/n
Thanks guys