GATE 2018 EC – Question 33
Let $X_1$, $X_2$, $X_3$, and $X_4$ be independent normal random variables with zero mean and unit variance. The probability that $X_4$ is the smallest among the four is ________.
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Show answer and explanation
Correct answer: 0.24 to 0.26
Explanation
The four variables are independent and identically distributed, so each is equally likely to be the smallest, and the probability is $\frac14=0.25$.