Your errors are several and include the error of thinking that (if this was true then the variance of all distributions would be zero).
Read Chi-square distribution - Wikipedia, the free encyclopedia
My probability & statistics textbook states that the mean of a squared standard normal random variable is 1, but it doesn't explain how and I'm extremely confused. It seems to me that a squared standard normal random variable's mean should just be the standard normal random variable's mean squared, which would be 0^2 = 0. Can anybody help explain my error? Thanks!
Your errors are several and include the error of thinking that (if this was true then the variance of all distributions would be zero).
Read Chi-square distribution - Wikipedia, the free encyclopedia