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1. X is normally distributed with mean 2 and standard deviation 3. Y is normally distributed with mean 4 and standard deviation 4. What is

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1. X is normally distributed with mean 2 and standard deviation 3. Y is normally distributed with mean 4 and standard deviation 4. What is P(Y > X)? (a) If X and Y are independent? (b) If X, Y have a multivariate normal distribution, and Cov(X, Y) = 2

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