Just wondering how people on here would pursue this question... since, quite frankly, I'm stuck.
http://ift.tt/131CiK2
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For your convenience, here's the question. Suppose
are all standard normal random variables which are independent and identically distributed. What is the variance of 
?
http://ift.tt/131CiK2
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For your convenience, here's the question. Suppose
are all standard normal random variables which are independent and identically distributed. What is the variance of ?A Really Hard Probability Question
