Question: Let X be a continuous random variable with mean (X) and variance 2(X), and let X* = (X )/ be its standardized version. Verify directly

Let X be a continuous random variable with mean μ(X) and variance σ2(X), and let X* = (X − μ)/ σ be its standardized version. Verify directly that μ(X*) = 0 and σ 2(X*) = 1.

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