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    Expected value of chi-square distribution

    The chi-square distribution is defined as the distribution of Y = X_1**2 + X_2**2 + ... + X_k**2 with X_i independent standard normally distributed (mean 0, std 1). The expected value of a sum of variables is E(X_1 + X_2) = E(X_1) + E(X_2) The expected value of a product of independent...