Hey,

I have given a normally distributed random variable $\displaystyle $X\stackrel{d}{=}\mathcal{N}(\mu,\sigma^2)$$ and want to compute the following expectation

$\displaystyle $\mathbb{E}[X \mathbb{1}_{\{X\geq 1\}}]$$

where $\displaystyle $\mathbb{1}$$ denotes the indicator function.

I think that it is not possible to compute the corresponding integral explicitly. Am I right?

Thanks in advance!