4. Suppose X has a standard normal distribution. Then E(X) = 0 and Var(X) = 1, so...

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4. Suppose X has a standard normal distribution. Then E(X) = 0 and Var(X) = 1, so E(X2) = 1. So

∞ 1 1 = √ x2 2 ∞

−x 2 e 2/2dx = √ x e−x2/2dx.

2π −∞ 2π 0 Substitute y = x2/2 in this integral to evaluate Γ(3/2).

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