Is that
?
The pdf of , where is the variance, is :
Now, you can see that this looks like (if we let )
Then, we have an integral in the form
which is , where X has the pdf f.
And since its expectation is 0, it corresponds to the variance
the one you've just put is more like an expectation than a variance, because it's x, not x².
That's normal I bet he took it from a probability problem.when I saw it originally, I thought Variance of the Normal Distribution...
Given his previous threads