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Let $X\sim \mathcal{N}(6,1)$ and $Y\sim\mathcal{N}(7,1)$ be two independent normal variables. Find $Pr(X>Y)$. the answer is $0.2389$ but I do not know how to do it.

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  • $\begingroup$ Find $X-Y$ which is itself a random variable , there is formula for combi.ning two random normal variable $\endgroup$ – abkds Dec 8 '13 at 2:41
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Hint: what is the distribution of $Y-X$ ? (1,1)

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