Question: c. Consider a normal variable X drawn from a zero-mean normal distribution and compute E(|X|). (Hint: Split the integral into two parts, one from

c. Consider a normal variable X drawn from a zero-mean normal distribution and compute E(|X|). (Hint: Split the integral into two parts, one from −∞ to 0 and the other from 0 to +∞. Note that |x| can be written as –x if x ≤ 0 and x if x ≥ 0.)

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