Which of the following is true for a standard Normal random variable ZZZ?
E[Z2]=0E[Z^2] = 0E[Z2]=0
E[∣Z∣]=2/πE[|Z|] = \sqrt{2/\pi}E[∣Z∣]=2/π
Var(Z)=0Var(Z) = 0Var(Z)=0
E[Z]=1E[Z] = 1E[Z]=1