Question: Suppose we generate a random variableXin the following way. We first flip a coin, if the coin is heads, takeXto haveN(0,1). If the coin is

Suppose we generate a random variableXin the following way. We first flip a coin, if the coin is heads, takeXto haveN(0,1). If the coin is tails, takeXto haveN(2,1).

a. FindP(X <1) (Write the answer in terms of pnorm or cdf of normal distribution). b. FindEX, the expectation ofX.

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