SOLUTION: Let X be a normally distributed random variable with mean (μ)= 4 and standard deviation (σ)=2. If E|X| denotes the expectation of X, then the value of E |X²| is
The expectation is the average value or mean of a random variable.
That is, the expectation equals the mean, so
E(X) = μ = 4,
and
E(X²) = μ² = 4² = 16.
Edwin