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Let Z be a r.v. from N(0, σ^2) and let Y = Z^2*exp(Z)/(1 + exp(Z))^2.

What is the exptected value of Y, E(Y)?

The delta method (Taylor expansion) doesn't work since

the errors seem to accumulate.

Any suggestions? This is a non-standard problem related to my research and I am totally stuck with this one...

// H

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# Delta method fails. Any suggestions how to calculate E(Y)?

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