Page 197, 3.4.30.* Compute P([X₁ + X2 − 2X3]² > 40) if X₁, X2, X3 are i. i. d. with com distribution N(1, 1).

A First Course in Probability (10th Edition)
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Author:Sheldon Ross
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please answer page 197 3.4.30

Page 197, 3.4.30.* Compute P([X1 + X2 − 2X3]² > 40) if X₁, X2, X3 are i. i. d. with common
distribution N(1, 1).
Transcribed Image Text:Page 197, 3.4.30.* Compute P([X1 + X2 − 2X3]² > 40) if X₁, X2, X3 are i. i. d. with common distribution N(1, 1).
Expert Solution
Step 1

Given that X2, X2 and X3 are iid normal distribution N(1,1).

Let Y=X1+X2-2X3

Consider,

EY=EX1+X2-2X3=EX1+EX2-2EX3                              =1+1-2                              =0

VY=VX1+X2-2X3=VX1+VX2+-22VX3                              =1+1+4                              =6

 

 

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