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Mean of the square of a random unit complex number

Question

Pick ZZ uniformly at random on the unit circle {z∈C:∣z∣=1}\{z\in\mathbb{C}:|z|=1\}. What is E[Z2]\mathbb{E}[Z^2]?

Short answer

00. Write Z=eiΘZ=e^{i\Theta} with Θ\Theta uniform on [0,2π)[0,2\pi). Then Z2=e2iΘZ^2=e^{2i\Theta} is again uniform on the circle, and the mean of a uniform point on the circle is the centre, 00. Equivalently, E[cos⁡2Θ]=E[sin⁡2Θ]=0\mathbb{E}[\cos2\Theta]=\mathbb{E}[\sin2\Theta]=0.

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