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I want to solve $P(e^{X_1}+Ke^{X_2} for $K$, where $c$ is a constant and $X_1,X_2\sim N(0,1)$. To find $P(e^{X_1}+Ke^{X_2}, I can write it as an expectation $E(I(e^{X_1}+Ke^{X_2},where $I()$ is an indicator function then do a Monte Carlo simulation. How can I determine K?

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    Did you want to add that X1 and X2 are independent? Is there some statistical test that led you to the function of X1 and x2 that you have?2012-07-12
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    @MichaelChernick, yes $X_1,X_2$ are independent2012-07-13
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    Where did the function come from?2012-07-13

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