∵ Y的分布函数为 FY ( y)=P (Y≤y )=P ( | X |≤y)
当y0时：ψ( y)= [FY ( y)]' = [(-y,y)(1/√2π）e^-(x^2/2)dx]＇=√(2/π)e^-(y^/2) ∵ Y的分布函数为 FY ( y)=P (Y≤y )=P ( | X |≤y)
当y0时：ψ( y)= [FY ( y)]' = [(-y,y)(1/√2π）e^-(x^2/2)dx]＇=√(2/π)e^-(y^/2)