[一般論]

E[X]=E_Y[E[X|Y]]

V[X]=E_Y[V[X|Y]]+V_Y[E[X|Y]]

V[Z|Z ≧0] = E[Z^2|Z ≧0] - (E[Z|Z ≧0])^2

[正規分布]

Z～N(0,1)のとき

E[Z|Z ≧0] = √(2/π)

E[Z^2|Z ≧0] =1

E[Z|Z ≧0]=1-(2/π)