I'm currently stuck on a problem that I can't seem to get my head around. Here it is:

Let X,Y~N(0,1) be independent.

Explain how importnace sampling, with samples from X_{1}~N(mu_{x},1) and Y_{1}~N(mu_{y},1), can be used to estimate the probability p(c)= P(XY>=c, X>=0). Discuss how mu_{x}and mu_{y}should be chosen in order for the importance sampling method to be efficeint.

Any help is much appreciated.