In: Statistics and Probability
X is a Gaussian random variable with variance 9. It is known that the mean of X is positive. It is also known that the probability P[X^2 > a] (using the standard Q-function notation) is given by
P[X^2 > a] = Q(5) + Q(3). (a) [13 pts] Find the values of a and the mean of X
(b) [12 pts] Find the probability P[X^4 -6X^2 > 27]
ANSWER:
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