Expectation of Normal Distribution in CMA-ES

Norm is inside the expectation. Expectation of norm of normal random variable is >0
It’s the expectation of the norm of a multi variate normal distribution which becomes a multi variate chi dist. You can see that it checks out in the source code line 42 and 77.

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As of today, LaTeX-styled maths natively supported in GitHub Markdown (comments, issues, README.md, etc) $n!!$