Expected square of a random unit complex number

Let ZZ be a uniformly random point on the unit circle in the complex plane (Z=1|Z| = 1). Compute E[Z2]\mathbb{E}[Z^2].

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  1. Write Z=eiθZ=e^{i\theta}, θUniform(0,2π)\theta\sim\text{Uniform}(0,2\pi), so Z2=e2iθZ^2=e^{2i\theta}.
  2. Averaging e2iθe^{2i\theta} over a full period gives 00.

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Asked at: Citadel, Two Sigma

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