This does not seem right but I don't have time now to find my mistake. I'll post again later.
It is right, what you have is a standard normal random variable, with its sign changed at random with probability 0.5, but as the standard normal density is symmetric that leave the distribution unchanged.
It is right, what you have is a standard normal random variable, with its sign changed at random with probability 0.5, but as the standard normal density is symmetric that leave the distribution unchanged.
RonL
Yes, that thought occured to me some time later. Thanks for the confirmation.