Question: Find the probability that an exponential random variable is within two standard deviations of the mean. That is, compute P(|X | 2), where

Find the probability that an exponential random variable is within two standard deviations of the mean. That is, compute 

P(|X − μ| ≤ 2σ), 

where μ = E[X] and σ = SD[X].

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