Let X∼N(μ,σ2)X \sim N(\mu, \sigma^2)X∼N(μ,σ2). Find the second central moment E[(X−μ)2]E[(X-\mu)^2]E[(X−μ)2].
σ2\sigma^2σ2
σ\sigmaσ
μ2\mu^2μ2
0