Assume that $\displaystyle (X, Y)$ is a bivariate normal with $\displaystyle \mu_X = 1$ and $\displaystyle \sigma_X = .5$ and I want to find $\displaystyle P(X \leq .5)$. Is it true that $\displaystyle f_X \sim N(\mu_X, \sigma_X$)? Then I can just integrate that from$\displaystyle -\infty$ to .5. Is this correct?