- #1
nowoman
- 9
- 0
Homework Statement
Given X and Y are independent, normal distribution variable. a and b are constants.
Homework Equations
The probability of P(X+Y<b,X<a)
The Attempt at a Solution
P(X+Y<b,X<a)=\int_{-\infty}^{a}f(x)\int_{-\infty}^{b-x}f(y)dxdy
Is there a close-form solution for this problem?
Thanks,