Let (X_1, X_2) be two independent standard normal random variables. Compute E [sqrt(X_1^2+X_2^2)]

Nannie Mack

Nannie Mack

Answered question

2021-09-06

Let (X1,X2) be two independent standard normal random variables. Compute
E[X12+X22]

Answer & Explanation

Alix Ortiz

Alix Ortiz

Skilled2021-09-07Added 109 answers

Step 1
Consider the provided question,
Let (X1,X2) be the two independent standard normal random variables.
We have to compute E[X12+X22] or, the expected distance between (X1,X2) and origin.
Given, (X1,X2) be the two independent standard normal random variables.
(X1,X2)N(0,1)
E(X12)=1,E(X22)=1
Computing E(X12+X22)
Step 2
By the law of sum law of expectations we can write,
E(X12+X22)=E(X12)+E(X22)s˙(I)
We have , E(X22)=1  and  E(X22)=1
BY substituting E(X12)  and  E(X22) in the equation (I), we get,
E(X12+X22)=1+1
E(X12+X22)=2
Thus, E(X12+X22)=2

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