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Let Z have an N(0,1) distribution. Show that E ( Z ) = 2 1 z e z 2 / 2 d z = 2

Let Z have an N(0,1) distribution. Show that

E(Z)=21zez2/2dz=2021zez2/2dz=2

Hint:dzdez2/2=zez2/2

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