Let E{X} = 0 and Var{X} = 1. Does it mean that X cannot assume big values?
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Let E{X} = 0 and Var{X} = 1. Does it mean that X cannot assume “big” values? Consider
Compute E{X} and Var{X}, and comment on the situation. Compute the third moment m3 and the third absolute moment m3. Consider their behavior for large n.
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