Question: Let X1; : : : ; Xn 2 L2 be i.i.d. random variables and M D 1 n Pn iD1 Xi their average. Find IE

Let X1; : : : ; Xn 2 L2 be i.i.d. random variables and M D 1 n

Pn iD1 Xi their average.

Find

IE ( (X-M)). i=1

IE ( (X-M)). i=1

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