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Let $X$ be a random variable having standard normal distribution. Let $\Phi$ denote its distribution function. Find

$$ \int_0^\infty \operatorname{Prob} (\Phi(X) \geq u) \; du $$

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    interesting question2012-01-05
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    distribution function as in cdf right?2012-01-05
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    Um. $\Phi(x)=P(X\leq x)$2012-01-05

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