Both Above Average
(X, Y) has a bivariate normal distribution with both means 0, both variances 1, and correlation coefficient 1/2. What is the probability that X > 0 and Y > 0? Give a reduced fraction.
Related problems & prerequisites
Worth solving first
- The Ratio of Two Normals 7.0/10
- Inside the Unit Circle 7.0/10
- Tetrahedron Around the Centre 6.0/10
Source: Sheppard's orthant formula for the bivariate normal (W. F. Sheppard, 1899); this instance in wide circulation. Statement written for AxiomIQ.