Var(Z^2) ?

Hello everyone!

Could you please explain how can I find the variance of the standard normal random variable squared, i.e., Var(Z^2)?

I believe the answer is 2 but I'm not sure how to arrive at that answer.

Thanks !


please post the actual question

Sent from my iPhone

Hello everyone!

Could you please explain how can I find the variance of the standard normal random variable squared, i.e., Var(Z^2)?

I believe the answer is 2 but I'm not sure how to arrive at that answer.

Thanks !


Sent from my iPhone

Have you ever looked at the chi-squared distribution?