We know what the sample distribution is.

我们知道样本分布是什么。

It has a mean, and I can denote it with the mu sub x bar-- this tells us this is the mean of the sample distribution.

它有一个均值，我可以用 mu sub x bar 表示它——这告诉我们这是样本分布的均值。

Let me define a new random variable Q that is equal to-- you're essentially sampling from this the standard normal distribution and then squaring whatever number you got.

让我定义一个新的随机变量 Q，它等于——你实际上是从这个标准正态分布中抽样，然后对你得到的任何数字进行平方。