Question: In this exercise, we shall provide an approximate justification for Eq. (3.6.6). First, remember that if a and b are close together, then Throughout this

In this exercise, we shall provide an approximate justification for Eq. (3.6.6). First, remember that if a and b are close together, then

Throughout this problem, assume that X and Y have joint p.d.f. f .
a. Use (3.11.1) to approximate Pr(y ˆ’ ˆŠ b. Use (3.11.1) with r(t) = f(s, t) for fixed s to approximate
Pr(X ‰¤ x and y ˆ’ ˆŠ

atb. 3.11.1) f(s, ) dt ds.

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