Let X be N (0, 1)

(a) How do you find the p.d.f of |X|, a distribution that is often called the half normal?

(b) How do you find the expectation of |X| ?

Thank you for your time. (Happy)

- Nov 19th 2009, 05:40 AMIntsecxtanxquestion about a "half normal" distribution? Thanks for checking this out.
Let X be N (0, 1)

(a) How do you find the p.d.f of |X|, a distribution that is often called the half normal?

(b) How do you find the expectation of |X| ?

Thank you for your time. (Happy) - Nov 19th 2009, 12:47 PMFocus
- Nov 19th 2009, 05:38 PMtheodds
Well, is zero for all a. But, , which is enough to get the pdf by taking the derivative WRT x (note that, up to this point and after taking the derivative, we haven't used any information about the distribution of X). To find the expectation, just for simplicity let's set Y = |X| then find the expectation of Y in the usual way, now that we have the pdf for it. The function you need to integrate has an easy enough antiderivative.

- Nov 19th 2009, 06:37 PMdavismj
http://i46.tinypic.com/2rhs7k9.png

Who is this btw?