Question: Let X be a Gaussian random variable with mean mu and variance sigma. Compute the variance of X squared: Var(X). Write P(X>0) in terms of

Let X be a Gaussian random variable with mean mu and variance sigma. Compute the variance of X squared: Var(X). Write P(X>0) in terms of the cumulative distribution function phi of the standard Gaussian distribution, evaluated at a function of mu and sigma. Compute P(X>0) =

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