Would like to know how to approach this question: Probability that one normal distribution is greater than the other when they are correlated i.e (Not Independent).
Seen the solution for the independent normal distributions already. Thanks
Would like to know how to approach this question: Probability that one normal distribution is greater than the other when they are correlated i.e (Not Independent).
Seen the solution for the independent normal distributions already. Thanks
Hint: Assuming $X$ and $Y$ are jointly normal random variables, $W = X - Y$ is normal. What are its mean and variance? You want $P(W > 0)$.