I have been trying to work this question for two days, but I could not figure it out. If any one help me to direct me that would be much appreciated. please!!!
Suppose X follows a Normal distribution with mean (mu) (with mu>0) and a variance that is some function of the mean, (ie) (sigma^2) = h(u). Find h(u) such that P(X less than or equal to 0) does not depend on mean (mu).