So I know that it's the PDF of a N(0,1) Distribution.
According to my textbook
since E(g(x)) = 0, but it doesn't look right.
Any help would be appreciated.
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If I read this correctly, your g(x) is the exponential(-t^2) with constants. This is always positive, so E(g(x)) can't be zero.
Nevermind, I figured it out. Thanks for your help though.
Last edited by statmajor; November 23rd 2009 at 11:08 AM.
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