Suppose that y = x 2 , where x is a normally distributed random variable with a
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Suppose that y = x2, where x is a normally distributed random variable with a mean and variance of µx = 0 and σ2x = 4. Find the mean and variance of y by simulation. Does µy = µ2x? Does σy = σ2x? Do this for 100, 1000, and 5000 trials.
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