1. Let y = x + w with w a Gaussian with zero mean and variance Determine the probability 2. Let x…

1. Let y = x + w with w a Gaussian with zero mean and variance   Determine the probability

2. Let x1 and x2 be two independent Gaussian with zero mean and variance  and  respectively. Determine the probability P1 that the random vector [x1, x2] is within the upper right  having lower left corner (1, 1). Compute the probability P2 that [x1, x2] is outside of the above .

 

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