Mathematics · Probability and Statistics
Let X and Y be independent random variables with E(X) = E(Y) = 0 and Var(X) = Var(Y) = 1. Let Z = X + Y. Which of the following statements is correct?
Verified Solution4 OptionsUpdated: October 2026👁️1 View
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- 1P(Z ≤ 0) = P(Z ≥ 0)
- 2E(Z 2 ) = 2✓
- 3E(|Z|) ≤ √2
- 4P(|Z| > ε) ≤ 2 ε 2
Correct answer
E(Z 2 ) = 2
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