What is the probability that X and Y are within 0.1 of each other?
I think it should be P(|X-Y|<0.1), but how can I write the limit of the integral in this case?
Thanks.
I see you have assumed that X and Y are independent ..... You need to integrate over the support of the joint pdf in the region bounded by the lines y = x + 0.1 and y = x - 0.1 (draw a diagram).