Hey folks!

Are you able to provide a suitable reference (book, article, class notes, examples in R) to compute the

P(|X|>x and |Y|>y)?

Give thant X and Y ~BVN(mu1, mu2, sigma1, sigma2, rho) ?

X and Y are actually standard normal variables with mean 0 and variance 1. The correlation is known, say, rho, and rho > 0.

Sorry for my bad notation. My background in statistics is very limited.

Thanks.

Wallace