X ~ N(0,1). What is E[|X|]?

X ~ N(0,1). What is E[|X|]?

Approach: Integrate |x|φ(x) dx or use symmetry and half-normal distribution.

√(2/π) ≈ 0.7979. For half-normal distribution with scale 1, mean = σ√(2/π).

Follow-up: What is E[X^4]?

Key concepts: normal distribution, absolute moment, integration.