Let X and Y have a bivariate normal distribution with means X 5 and Y 6, standard deviations X 3 and Y 2, and the covariance XY 2 Let denote the cumulative distribution function of a normal random variable with mean 0 and variance 1 What is P(2X Y 5) in terms of

Question: Let X and Y have a bivariate normal distribution with means X = 5 and Y = 6, standard deviations X = 3 and Y

Let X and Y have a bivariate normal distribution with means μX = 5 and μY = 6, standard deviations σX = 3 and σY = 2, and the covariance σXY = 2. Let ϕ denote the cumulative distribution function of a normal random variable with mean 0 and variance 1. What is P(2X - Y ≤ 5) in terms of ϕ?

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