Hi everyone,

My question seems to be easy, but I can't solve it...

Here are three random variables :

- X ~ N(0,sigma_x) : normal distribtution with mean = 0 and variance = sigma_x²

- Y ~ N(0,sigma_y)

- C ~ N(0,1)

How can the following probability be calculated :

Pr { X+C<a et Y+C<b } ??? (with a and b two real numbers)

The aim is to find a result depending on a, b, sigma_x and sigma_y.

Thanks in advance,

Have a nice day,