For questions about the half-normal distribution. It's a non-negative distribution based on the normal distribution.
Questions tagged [half-normal-distribution]
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Is half-normal distribution sub-Gaussian?
Consider the following definition (from here).
A random variable $X$ with finite mean $\mu = \mathbb{E}[X]$ is said to be sub-Gaussian with parameter $\sigma^2$ if:
$$\mathbb{E}[e^{\lambda(X - \mu)}] \le e^{\frac{\lambda^2\sigma^2}{2}}.$$
Given this…
smz
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