# Mdm of the normal distribution

• $\mathbb{E}\big[\ \vert X-\mathbb{E}[X]\vert\ \big]\eq \int_{-\infty}^{+\infty}\big( \vert x-\mathbb{E}[X]\vert\!\ f_X(x)\big)\mathrm{d}x$
• $\eq 2 \int_\mu^\infty\big( (x-\mathbb{E}[X])\!\ f_X(x)\big)\mathrm{d}x$ - check this, hopefully reduces from here!