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Q21Section A (Section A)21 of 60

Constant matching a chi-five expectation

Let X1,X2,…,X5X_1,X_2,…,X_5 be i.i.d. N(0,σ2)N(0,\sigma^2) random variables. Suppose cc is such that E(c∑i=15Xi2)=σ.\mathbb{E}\left(c\sqrt{\sum_{i=1}^5 X_i^2}\right)=\sigma. Then the value of cc is

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