Please answer the following question. Show all steps and calculations.
Suppose that X1, X2, X3, and X4 are independent normal variables such that X1 ~ N(1,2), X2 ~ N(2,3), X3 ~ N(3,6), and X4 ~ N(4,5).
a. Find the probability of the event "X1 lies between 0 and 1 and X2 lies between 1 and 2."
b. Find the probability that the sum of X1 and X2 is less than X3.
c. Let Y be the average of X1 and X2, and Z be the average of X3 and X4. What is the probability that Y and Z will differ by at least 1, i.e. that P(Y - Z > 1)?
d. Find a such that P(X < a) = 0.9.