Question: 8.4.6 Let be a standard normal random variable. (a) For an arbitrary constant a, show that (b) Let X be normally distributed with mean and

8.4.6 Let be a standard normal random variable.

(a) For an arbitrary constant

a, show that

E[-a)]=(a) a[1-(a)].

(b) Let X be normally distributed with mean and variance 2. Show that

image text in transcribed

E[-a)]=(a) a[1-(a)].

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