The Quant 7542 / 75
MediumStatistics
Correlation of X and X²
Two SigmaDE Shaw
If X ~ N(0, 1), what is the correlation between X and X²?
Approach
Correlation needs Cov(X, X²) = E[X³] − E[X]E[X²].
Odd moments of a symmetric distribution are zero.
Sign in to reveal the full worked solution, check your answer instantly, and track your progress with spaced-repetition review.
Related problems
OLS SlopeEasyMLE of a CoinEasyVariance of the Sample MeanMediumVariance of Uniform(0,1)EasyVariance of a SumEasyCentral Limit TheoremEasy
More in Statistics.