Let us say that $P$ is a normal random variable having expected value $\mu$ and variance $\sigma^2$. I am asked to compute the expected value of the variable $Y = |P|$.
Could someone explain?
Let us say that $P$ is a normal random variable having expected value $\mu$ and variance $\sigma^2$. I am asked to compute the expected value of the variable $Y = |P|$.
Could someone explain?