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Thread: Expected value of the sum of the absolute value of iid random variables

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    Expected value of the sum of the absolute value of iid random variables




    How do you go about finding the expected value of the sum(abs(X_i)), i=1,...,n? The X_i are iid Normal with mean 0 and variance theta.

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    Re: Expected value of the sum of the absolute value of iid random variables


    Can you find the expected value of the absolute value of a single normal random variable?

    It's not to bad to evaluate the necessary integral.
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