Question

Let x ∼ N(μ,σ) and z = x−μ/σ. Show that a. E{z} = 0 b. E{(z...

Let x ∼ N(μ,σ) and z = x−μ/σ. Show that

a. E{z} = 0

b. E{(z − E{z})2} = 1.

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