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Jun 1, 2010 at 18:02 answer added Did timeline score: 1
May 29, 2010 at 17:26 comment added gondolier If you meant that $X$ and $Y$ are independent standard normal distributed, then isn't $Eu(Z)$ a fixed function of $a$, which can be evaluated in closed-form?
May 29, 2010 at 15:25 comment added Deane Yang Needs to be edited.
May 29, 2010 at 15:09 history asked Martin CC BY-SA 2.5