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Let K be a standard normal random variable. Find the densities of each of the following random variables:

X= |K|

Y = K

I get:

f

and

f

X= |K|

Y = K

^{2}I get:

f

_{X}(x) = √(2/π) e^{-x2/2}and

f

_{Y}(y) = 1/√(2*π) 1/√y e^{-y2/2}
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