Thread: Proving that the Expected value of Z =0

If

Prove that the expected value of Z = 0

and that the variance of Z = 1

Hello,

Originally Posted by mibamars

If

Prove that the expected value of Z = 0

and that the variance of Z = 1

Let and
You want to prove that has an expected value of 0 and a variance of 1.


Use these properties :
(a is a constant)
(1)
(2)
(3)
(4)



But since , we can conclude that E(Z)=0.

Now try to do it with the variance. It's easy with the formulae I gave above !