Question: Let Y = |X|, with X N(, 2 ). This is a well-dened continuous r.v., even though the absolute value function is not dierentiable at

Let Y = |X|, with X N(,2). This is a well-dened continuous r.v., even though the absolute value function is not dierentiable at 0 (due to the sharp corner).

(a) Find the CDF of Y in terms of the standard Normal CDF . Be sure to specify the CDF everywhere.

(b) Find the PDF of Y.

(c) Is the PDF of Y continuous at 0? If not, is this a problem as far as using the PDF to nd probabilities?

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