(See Solution) For random variable X, let μ =E(X) and σ ^2=var;(X). For Y=(X-μ)/(σ) show that E(Y) = 0 and var(Y) =
Question: For random variable X, let \(\mu =E\left( X \right)\) and \({{\sigma }^{2}}=\operatorname{var}\left( X \right)\). For
\[Y=\frac{X-\mu }{\sigma }\]show that E(Y) = 0 and var(Y) = 1.
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