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Prove the following for gN(0,1). For all t>0, we have P(g>t)t121exp(t2/2) In particular, for t1, P(g>t)21exp(t2/2)
Prove the following for gN(0,1). For all t>0, we have P(g>t)t121exp(t2/2) In particular, for t1, P(g>t)21exp(t2/2)
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