Let Y be the liner combination of the independent random variables X1 and X2 where Y = X1 -2X2
suppose X1 is normally distributed with mean 1 and standard devation 2
also suppose the X2 is normally distributed with mean 0 also standard devation 1
find P(Y>=1) ?
X1 is normally distributed with mean 1 and standard deviation 2
X2 is normally distributed with mean 0 also standard deviation 1
Therefore 2X2 is normally distributed with mean = 2*0 =0 also standard deviation =2*1 = 2
Given Y = X1 -2X2
Therefore Y is normally distributed with mean µ = 1 - 0 = 1 also standard deviation σ = = 2.8284
P( Y ≥ 1 )
=
= P( z ≥ 0 )
= 1 - P( z ≤ 0 )
= 1 - 0.5 ---- ( 0.5 is table value for 0 , using z score table )
P( Y ≥ 1 ) = 0.5
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