Using the normal distribution. Let $X \sim N(1, 2)$ and $Y \sim N(2, 3)$ where $N(\mu, \sigma^2)$ denotes the normal distribution with mean $\mu$ and variance $\sigma^2$. $X$ and $Y$ are independent.
Oh sorry, I forgot to mention the workWhat is $P(X>Y)$?
I did.I know that P(X>Y)$P(X>Y)$ can be translated to mean P(X-Y>0)$P(X-Y>0)$ and I want to make X-Y$X-Y$ into one variable such as D$D$. So P(D>0)$P(D>0)$ but how do I subtract the distributions? I tried to do 1-2=-1$1-2=-1$ for the mean and then 2-3=-1$2-3=-1$ for the variance?. I do not understand how this can be because we cannot take the square root of -1 to get the standard deviation. Thanks!
What is $P(X>Y)$?