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Is there an analytical solution for the average of the positive part of a normal distribution. Say if I draw $M$ samples from a $N(\mu,\sigma)$ and take the average: $\frac{sum(max(x,0))}{M}$, is there a close form solution for this?

Was trying $\int_0^\infty{f(x) x}dx$ and got $\frac{\sigma}{\sqrt{2\pi}}$ but I don't think this is the value I'm looking for.

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Your question isnt clear and you should use Latex. –  Kyle92 Feb 4 '13 at 11:34
I don't think this is the value I'm looking for... Why? –  Did Feb 4 '13 at 13:16

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