Question: Suppose X follows a Normal distribution with mean (with > 0) and a variance ^2 that is some function of the mean, i.e. ^2 =

Suppose X follows a Normal distribution with mean (with > 0) and a variance ^2 that is some function of the mean, i.e. ^2 = h(), for some function h(). Find h() such that P (X 0) does not depend on . [Hint: Transform X to the standard normal distribution.]

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