Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I am looking for the lower bound of $$P(XY>u)$$ where $X$,$Y$ are correlated centred Gaussian random variables.

share|cite|improve this question
Zero. $ $ $ $ $ $ – Did Feb 14 '13 at 14:30
You can find some helpful results from the book - \emph{Probability Distributions Involving Gaussian Random Variables: A handbook for engineers, scientist and mathematician}. – Bo LI Sep 18 '13 at 19:29

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.