# Math Help - Probability - random variables

1. ## Probability - random variables

Supose you have 3 RV X1, X2 and X3. You know the CDF of each of them. How to find the P(x1>max(x2,x3))?

2. you need the joint distribution in order to determine
the probability that X1 is the largest
And you'd just integrate or sum over that region.

3. ## Thanks

Thank you for your help. My problem has 3 iid normal RV with the following parameters: X1~N(0.40,0.22), X2~N(0.47,0.08) and X3~N(0.60,0.13). How can I build the joint pdf and calculate P(x1>max(x2,x3))?

4. OH, now you give the necessary info
with iid then you know the joint density