Let X∼N(0,1)X \sim N(0, 1)X∼N(0,1). What is the conditional expectation E[X2∣X>0]E[X^2 \mid X > 0]E[X2∣X>0]?
111
2π\sqrt{\frac{2}{\pi}}π2
12\frac{1}{2}21
2