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    Double integration with normal distribution

    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...
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