You actually do not need to give the function a name:

(function(){alert('Gotcha')})();
[download]

or in your case:

function sayHello(name){
  var sayAlert;
  (function() {
     var text = 'Hello' + name;
     sayAlert = function() { alert(text) }
  })();
  var text = 'How confused am I?';
  sayAlert();
}
[download]