I have a complex random variable $X$ that is drawn uniformly from the circumference of a unit circle. What is $E[X^2]$? I'm unsure how to proceed with this question. $X$ is of the form $a + bi$, thus $X^2 = a^2 -b^2 - 2abi$, and $E[a^2 -b^2 - 2abi] = E[a^2 -b^2]$. From here I'm unsure how to proceed.
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$a$ and $b$ have the same distribution, so the answer is $0$. – geetha290krm Aug 09 '23 at 23:20