Question: Let X N , 2 . Derive the density of Y = X2 and show that Moments E |X/| r for r R>0

Let X ∼ N

µ, σ2

. Derive the density of Y = X2 and show that

E[Y] ou and V (Y) = 202 (o+2).

Moments E
|X/σ|
r
for r ∈ R>0 will be derived in Volume II in the context of the noncentral chi-square distribution.

E[Y] ou and V (Y) = 202 (o+2).

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