You can write the joint density and try to integrate over the region of interest.
However, it most likley isn't integrable.
Maybe you can transfrom this.
Q) Consider a bivariate normal distribution with mu1 = mu2 = 0, sigma1 = sigma = 1 and rho = 0.3. Explain in detail how you would use a sample of n realisations from this distribution to estimate:
Pr( X2 > 0.3X1 + 1.9 and X1 > -1.65)
where the randon vector (X1 X2) follows this bivariate normal distribution.
If you know of any websites that have example questions like this or could give me any help on starting that would be great
i can only find websites that show the bivariate normal distribution formulae.