Mean of the square of a random unit complex number
Question
Pick uniformly at random on the unit circle . What is ?
Short answer
. Write with uniform on . Then is again uniform on the circle, and the mean of a uniform point on the circle is the centre, . Equivalently, .
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- Expectation, Mean, and Variance
- Conditional Expectation and Variance Revisited
- Continuous Random Variables and Probability Density Functions
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