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Let X=(X_1, X_2)´ a bivariate normal distribution with E(X_1)=mu_1, and E(X_2)=mu_2, Var(X_1)=sigma_1^2, Var(X_2)=sigma_2^2 and correlation coefficient...

Let X=(X_1, X_2)´ a bivariate normal distribution with E(X_1)=mu_1, and E(X_2)=mu_2, Var(X_1)=sigma_1^2, Var(X_2)=sigma_2^2 and correlation coefficient Corr(X_1, X_2)=rho. Calculate P(X_1<X_2)

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