Calculate E|Y| where Y is the standard normal. (Hints: (1) Calculate the integrals for positive and negative values of Y separately. (2) The answer must be bigger than 0.)
Not sure how to approach this since no number were given. What am I supposed to be taking the integral of? I know that $E(X) = \int_0^1 x_iP(X=x_i)$ but I'm not too entirely sure how this would help me finding out the expectation of the absolute value? Is it just $E(X) = \int_0^1 |x_i|P(X=x_i)$ ?(I'm assuming not since the hint told me to integrate).