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Consider a WSS random process X(t), whose amplitudes are normally distributed with E(x(t)) = 0 and Rx(τ) = e-2[τ]. Then P(X(t)) ≤ 2) = ?
$$\left( {Q\left( \alpha \right) = \frac{1}{{\sqrt {2\pi } }}\int\limits_\alpha ^\infty {{e^{ - \frac{{{x^2}}}{2}}}} dx} \right)$$

Answer & Solution
Correct Answer: Option B
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