stats practice ques....

[Akshay Jain]

Consider a random variable x that follows a normal distribution N(u,Sigma^2)
find an expression for Expectation(X^2)

[Arushi1]

E(X^2) = Sigma^2 - u^2

Sorry, it should be-

E(X^2) = SIgma^2 + u^2

[Arushi]

Hi Akshay, for regression and correlation in ISI, which book should I refer to?

[Akshay Jain]

read basic econometrix by gujarati word by word....cant find any better book dan dis 1
Also u can have a look at Introduction to econometrix by stock and watson...u can find PDF's of both

[Akshay Jain]

also in the same question find Expectation(X^3)

[Shefali]

How to find E(X^2)...i didnt get it

[Akshay Jain]

E(X^2)-(E(X))^2=sigma^2
E(X^2)=sigma^2+(E(X))^2
E(X^2)=sigma^2+(u)^2

[Homer Simpson]

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[don123]

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[Homer Simpson]

khiladi, your answer is right. i mixed up the formula -_-

[The Villain]

Akshay...how to find E(X^3)

[Akshay Jain]

Find the 3rd moment of X about mean
..this will b zero bcoz normal distribution is symmetric (odd moments of symmetric distributions about mean is 0)
so E(X-u)^3 =0
E(X^3)= u^3 +3*u*E(X^2)-3*u^2*E(X)
put the values of E(X^2) and E(X) nd get the ans

[The Villain]

Okk... I got it.Thankyou so much.Was making a silly error :)

[Akshay Jain]

Nytime...