Suppose we select a random 30- to 49-year-old Caucasian woman and a random 30- to 49-year-old African American woman. What is the probability that the African American woman has a higher true SBP?

It is also known that over a large number of 30- to 49-year-old Caucasian women, their true mean SBP is normally distributed with mean = 120 mm Hg and standard deviation = 14 mm Hg. Also, over a large number of African American 30- to 49-year-old women, their true mean SBP is normal with mean = 130 mm Hg and standard deviation = 20 mm Hg.