Question: Let $X_{1}, ldots, X_{n} $ be a random sample from a normal distribution with mean O and variance 1. Define $$ Y_{1}=left|frac{1}{n} sum_{j=1}^{n} X_{j} ight,

$Let $X_{1}, \ldots, X_{n} $ be a random sample from a$

Let $X_{1}, \ldots, X_{n} $ be a random sample from a normal distribution with mean O and variance 1. Define $$ Y_{1}=\left|\frac{1}{n} \sum_{j=1}^{n} X_{j} ight, \quad \text { and } \quad Y_{2}=\frac{1}{n} \sum_{j=1}^{n}\left|X_{j} ight| $$ Calculate $E\left(Y_{1} ight)$ and $E\left(Y_{2} ight)$. S.P.PB. 233

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