Answer
$$M_{y} =1$$
Work Step by Step
Since
\begin{align*}
M_{y}&=\int_{0}^{\infty} \int_{0}^{e-x^{2} / 2} x d y d x\\
&=\lim _{b \rightarrow \infty} \int_{0}^{b} x e^{-x^{2} / 2} d x\\
&=-\lim _{b \rightarrow \infty}\left[\frac{1}{e^{x^{2} / 2}}-1\right]_{0}^{b}\\
&=1
\end{align*}