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399概率中等multi partmedium

Absolute Value of a Standard Normal: The Half-Normal Distribution

题目

Let XN(0,1)X \sim N(0,1) and define Y=XY = |X|.

(a) Derive the PDF of YY using the CDF method (note that Y=XY = |X| is not monotone).

(b) Compute E[Y]E[Y] and Var(Y)\operatorname{Var}(Y).

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你的答案

E[Y]

Var(Y)