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9.21. Let Y=|Z|, where Z ~ N(0,1). What are the moments of Y? (Hint: the even...

9.21. Let Y=|Z|, where Z ~ N(0,1). What are the moments of Y?

(Hint: the even moments should be trivial. For the odd moments you should find a recurrence like the one found in the classroom, integrating with the density fY of Y. To find fY use that P(Y <= x) = P( -x <= Z <= x ) = P( Z <= x ) - P( Z <= -x) and take derivatives.)

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