Suppose I know the random variables follow normal distribution, i.e., $X\sim\mathcal(\mu,\sigma^2)$, but I can only observe the square of each sample $X^2_i$. How could I extract the parameters of $\mu$ and $\sigma$. I am thinking of moment matching, but it is unclear to me how to proceed. Anybody can help?
2026-03-30 12:38:44.1774874324
How to extract parameters of normal distribution from squared observations?
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