Skip to content
Q19Section A (Section A)19 of 35

Tail probability of a linear combination of correlated standard normals

Let X‾=(X1,X2)\underline X=(X_1,X_2) have a bivariate normal distribution with E(X1)=E(X2)=0E(X_1)=E(X_2)=0, E(X12)=E(X22)=1E(X_1^2)=E(X_2^2)=1 and E(X1X2)=12E(X_1X_2)=\frac12. Then P(X1+2X2>7)=P\left(X_1+2X_2>\sqrt7\right)=

Options

Pick an option to check your answer.