a) Find P(X1 > X2 + X3 + 2). b) Find P(X1 > 2|X2 = 1, X3 = 1).

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Let X
(X1, X2, X3) have a multivariate normal distribution with mean vector 0 and
variance-covariance matrix
|1 0 0
E= |0 2 1
0 1 2
a) Find P(X1 > X2 + X3 + 2).
b) Find P(X1 > 2|X2 = 1, X3 = 1).
Transcribed Image Text:Let X (X1, X2, X3) have a multivariate normal distribution with mean vector 0 and variance-covariance matrix |1 0 0 E= |0 2 1 0 1 2 a) Find P(X1 > X2 + X3 + 2). b) Find P(X1 > 2|X2 = 1, X3 = 1).
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