If X is distributed like the absolute value of an N (, 1) variable, show that: (a)
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If X is distributed like the absolute value of an N (µ, 1) variable, show that:
(a) |µ| is identifiable. Hint: what is E(X2)?
(b) µ itself is not identifiable. Hint: µ and −µ lead to the same distribution for X.
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