Let XXX have the half-normal distribution with PDF f(x)=2πe−x2/2f(x) = \sqrt{\frac{2}{\pi}}e^{-x^2/2}f(x)=π2e−x2/2 for x≥0x \ge 0x≥0. What is E[X]E[X]E[X]?
2π\sqrt{\frac{2}{\pi}}π2
111
12\frac{1}{2}21
2\sqrt{2}2