Let X, Y, and Z all be iid N(1, 2) random variables. Find P(3X - 2Y - 2Z > 0).
b. Let X1 ∼ N(0, 3) and X2 ∼ N(2, 4) and let X1 and X2 be bivariate normal (BVN) with a correlation of -0.4. Find P(X1 > X2). Hint: rearrange the probability statement to read P(X2 - X1 < c). What must c be?