Question: Normal Distribution (ii) The random variable X has a Normal distribution with mean p and variance 02. Show that E(X|X > 0) =p+aE(Z|Z > p/a).

Normal Distribution (ii) The random variable X has a Normal distribution

Normal Distribution

with mean p and variance 02. Show that E(X|X > 0) =p+aE(Z|Z

(ii) The random variable X has a Normal distribution with mean p and variance 02. Show that E(X|X > 0) =p+aE(Z|Z > p/a). Hence, or otherwise, show that E[|X |] is given by E[|X\" = #(1 2'I'(M/U)) + 20(n/0)- Obtain an expression for the variance of |X| in terms of ,u, a and E[|X\

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