Let's say A is a normal distribution A = N(mean = 0, SD = 1). Let's say B = A + N(0, 0.5), such that A and B are dependent. What is P(A>1, B>1) (the probability of seeing a point whose A and B values are both >1)?
Apologies if my notation isn't quite right, my pure math background isn't that strong. I'm currently trying to understand some concepts about dependence and joint probability.