If C 2 , calculate the density of X C/. Recalling Example 7.12, note that, for = 1, X is the

 If C ∼ χ2

ν , calculate the density of X ∼ √C/ν. Recalling Example 7.12, note that, for ν = 1, X is the absolute value of a standard normal r.v., which is also referred to as the folded normal. Compute the mean and variance of X in this case.