Question: Let X have the standard normal pdf, fx(x) = (l/2)e-x2/2. (a) Find EX2 directly, and then by using the pdf of Y = X2 from

Let X have the standard normal pdf, fx(x) = (l/√2π)e-x2/2.
(a) Find EX2 directly, and then by using the pdf of Y = X2 from Example 2.1.7 and calculating E Y.
(b) Find the pdf of Y = |X|, and find its mean and variance.

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