Question: Solve the following question manually and show your process. (Stein's Lemma) Let X ~ N(0, o2), and let g be a differentiable function such that

Solve the following question manually and show your process.

Solve the following question manually and show your process. (Stein's Lemma) Let

(Stein's Lemma) Let X ~ N(0, o2), and let g be a differentiable function such that Elg'(X)]

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