Bivariate normal distribution

Bivariate normal distribution - find a constant

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Reference no: EM13994367

[Graybill, 1961]. Let x = (X₁, X₂) have a bivariate normal distribution with pdf

f(x; μ,Σ) = 1/k exp(-Q/2)

where Q = 2x₁² -x₁x₂ + 4x₂² -11x₁ -5x₂ + 19, and k is a constant. Find a constant a such that P(3X₁ -X₂ < a) = 0.01

Reference no: EM13994367

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