gaussian-distribution

Consider the random process x(t) = U + Vt. Where U is a zero mean Gaussian random variable and V is a random variable uniformly distributed between 0 and 2. Assume that U and V are...

Let $$X$$ be a zero mean unit variance Gaussian random variable. $$E\left[ {\left| X \right|} \right]$$ is equal to ______

Let U and V be two independent zero mean Gaussian random variables of variances $${{1 \over 4}}$$ and $${{1 \over 9}}$$ respectively. The probability $$P(\,3V\, \ge \,\,2U)$$ is

Let $$U$$ and $$V$$ be two independent zero mean Gaussian random variables of variances $${1 \over 4}$$ and $${1 \over 9}$$ respectively. The probability $$\,P\left( {3V \ge 2U} \r...

The PDF of a Gaussian random variable X is given by $${p_x}(x) = \,{1 \over {3\sqrt {2\pi } }}\,\exp \,[ - \,{(x - 4)^2}/18]$$. The probability of the event {X = 4} is

A probability density function is given by $$p(x) = \,K\,\,\exp \,\,( - \,{x^2}/2),\,\, - \,\infty \, < \,x < \,\infty $$. The value of K should be