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For random variable X, let μ =E(X) and {{σ }^2}=var;(X). For Y=(X-μ )/(σ ) s

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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