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A normal random variable X has following probability density function $${{\text{f}}_{\text{x}}}\left( {\text{x}} \right) = \frac{1}{{\sqrt {8\pi } }}{{\text{e}}^{ - \left\{ {\frac{{{{\left( {{\text{x}} - 1} \right)}^2}}}{8}} \right\}}},\, - \infty < {\text{x}} \leqslant \infty .$$
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