For X∼N(μ,σ2)X \sim N(\mu, \sigma^2)X∼N(μ,σ2), what is E[X2]E[X^2]E[X2]?
μ2\mu^2μ2
σ2\sigma^2σ2
μ2+σ2\mu^2 + \sigma^2μ2+σ2
μ+σ\mu + \sigmaμ+σ