Check that the standard normal PDF p(x)=e-r²/v2™ satisfies the equation I xp(x)dx = p(y). y>0. By using this equation and sin x= ,' cos ydy, or otherwise, prove that if X is an N(0, 1) random variable, then (Ecos X) < Var (sin X) < E(cos X).

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Check that the standard normal PDF p(x) =e-12//2# satisfies the
equation
| xp(x)dx = p(y). y> 0.
By using this equation and sin.x= [, cos ydy, or otherwise, prove that if X is an N(0, 1)
random variable, then
(E cos X) < Var (sin X) < E(cos X)².
Transcribed Image Text:Check that the standard normal PDF p(x) =e-12//2# satisfies the equation | xp(x)dx = p(y). y> 0. By using this equation and sin.x= [, cos ydy, or otherwise, prove that if X is an N(0, 1) random variable, then (E cos X) < Var (sin X) < E(cos X)².
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