Let U and V be two independent zero mean Gaussian random variables of variances 14 and 19 respectively. The probability P(3V≥2U) is
Let X1, X2, X3 and X4 be independent normal random variables with zero mean and unit variance. The probability that X4 is the smallest among the four is .
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 statistically independent. The mean value of the random process at t = 2 is
Let X be a zero mean unit variance Gaussian random variable. E[|X|] is equal to .