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3. Let (X1, Yl), . . ., (Xn, Yn) be a random sample from the bivariate nor- mal distribution with mean (0,0), variances (1,1), and

3. Let (X1, Yl), . . ., (Xn, Yn) be a random sample from the bivariate nor- mal distribution with mean (0,0), variances (1,1), and correlation p. Let T = ELI(Xi > Yi), where I(.) is the indicator function. Find the distri- bution of T

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