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Q19Section A (Section A)19 of 60

Probability of rational values from a mixture of normals

Let XX be a random variable with the moment generating function

MX(t)=6π2∑n≥1et2/2nn2,t∈R.M_X(t)=\frac6{\pi^2}\sum_{n\ge1}\frac{e^{t^2/2n}}{n^2},\quad t\in\mathbb R.

Then P(X∈Q)P(X\in\mathbb Q), where Q\mathbb Q is the set of rational numbers, equals

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