Question: 4.1. Evaluate the moment E[e '], where A is an arbitrary real number and Z is a random variable following a standard normal distribution, by

4.1. Evaluate the moment E[e '], where A is an arbitrary real number and Z is a random variable following a standard normal distribution, by integrating

E[e] -* 1 2 -22/2 dz. Hint: Complete the square -z +

E[e] -* 1 2 -22/2 dz. Hint: Complete the square -z + Az = [(z-A) - A] and use the fact that +% I 1 -(-A)/dz = 1.

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