Suppose that X and Y are independent random variables,
where X is normally distributed with mean 45 and standard
deviation 0.5 and Y is normally distributed with mean 20
and standard deviation 0.1.
(a) Find P(40 < X < 50, 20 < Y < 25).
(b) Find P(4(X - 45)² + 100(Y - 20)² < 2).