Let X be a normal random variable with mean µ and variance σ2. Use the results of Theoreti...

Let X be a normal random variable with mean µ and variance σ2. Use the results of Theoretical Exercise 1 to show that

Exercise 1

For a standard normal random variable Z, let µn = E[Zn], Show that

In the preceding equation, [n/2] is the largest integer less than or equal to n/2. Check your answer by letting n = 1 and n = 2.