Thread: Expected value of squared normal

I need to find the expected value a N~(0,1) squared distribution. I realize this is a Chi Square distribution with k = 1. The expected value is therefore k = 1. However, I am having trouble taking the following integral to find the expected value:

Integrate y*exp(-y^4) from -inf to inf.

I'm sure there is a trick somewhere to figure it out but i can't find it!

Thanks

Originally Posted by mrfloyd

I need to find the expected value a N~(0,1) squared distribution. I realize this is a Chi Square distribution with k = 1. The expected value is therefore k = 1. However, I am having trouble taking the following integral to find the expected value:

Integrate y*exp(-y^4) from -inf to inf.

I'm sure there is a trick somewhere to figure it out but i can't find it!

Thanks

The expected value of is:



which in this case comes to the variance of

CB

The integral of an odd function from minus infinity to infinity is zero.
But I'm not sure if that is what you're asking.