Question: Let X and Y be jointly normal random variables with parameters X = 1, 2 X = 4, Y = 1, 2

Let X and Y be jointly normal random variables with parameters μX = 1, σ2X = 4, μY = 1, σ2Y = 1, and ρ = 0.

a. Find P(X +2Y > 4).

b. Find E[X2Y2].

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