A hint to get started
Average absolute values and build the sum distribution
X takes values −2,0,2 with probabilities 1/4,1/2,1/4 respectively. Find and .
, where are independent observations of X. Find the distribution of Y, and .
[J1989/II/7]
CJC · Review problems · Question 4
Absolute value and squaring must be applied to each possible value before averaging.