# Questions tagged [folded-normal-distribution]

The distribution of the absolute value of a normally distributed variable.

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### Distribution of errors

I am struggeling with a basic question and would be happy to get some pointers. I am trying to evaluate an algorithm $f$ which maps some sample $x$ onto a scalar $y\in\mathbb{R}$, i.e. $f(x) = y$. For ...
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### Folded Normal Distribution Shape Parameter?

Scipy, a python library, says the pdf of a folded normal distribution is as shown here: http://pageperso.lif.univ-mrs.fr/~francois.denis/IAAM1/scipy-html-1.0.0/tutorial/stats/continuous_foldnorm.html ...
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### How do you calculate the expected value of $E\left\{e^{-|X|}\right\}$ e.g. for Gaussian X?

If $X$ is a random variable, I would like to be able to calculate something like $$E\left\{e^{-|X|}\right\}$$ How can I do this, e.g., for a normally distributed $X$?
Let $x_1, x_2, \dots, x_{N}$ i.i.d. random variables $\sim \mathcal{N}\left(0,\sigma^2_x\right)$. Further, let $z\sim \mathcal{N}\left(0,\sigma^2_z\right)$, $z$ is independent from all $x_i$. We build ...