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May 11, 2010 at 19:53 vote accept user6012
May 10, 2010 at 22:05 comment added user6012 Thanks, I know how to do it via numerical integration, but was hoping there's something simple I'm missing!
May 10, 2010 at 21:53 comment added George Lowther I assume that you mean joint normal, in which case x_1-x_2 is normal. The second qu. asks if the set of joint normal rv's x_a-x_i are all positive, which is more difficult (requires some numerical integration, I think).
May 10, 2010 at 21:50 answer added John D. Cook timeline score: 3
May 10, 2010 at 21:19 history asked user6012 CC BY-SA 2.5