Problem 3 (p. 367 #6). Let X and Y be independent standard normal variables. Find: a) $P(3X + 2Y > 5)$; b) $P(\min(X, Y) < 1)$; c) $P(|\min(X, Y)| < 1)$; d) $P(\min(X, Y) > \max(X, Y) - 1)$.
Added by Deborah E.
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So, 3X + 2Y is also a normal variable. Show more…
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