$\alpha$ and $\alpha'$ are two independent standard normal random variables. What's the conditional probability $$\mathbb{P}[\alpha >0, \alpha' >0c_1<\alpha  \alpha'<c_2],$$ where $c_1$ and $c_2$ are two positive constants.
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$\begingroup$ MSE is a right forum for such type questions. Hint: integrate the density of the binormal distribution with zero correlation over the annular sector. $\endgroup$– user64494Commented Dec 10, 2020 at 9:47

1$\begingroup$ I don't see a closed form answer arriving; you would need to be able to find the indefinite integral of $e^{(xa)^2}\,{\rm erf}(x)$ , which I don't think has a closed form expression. $\endgroup$– Carlo BeenakkerCommented Dec 10, 2020 at 12:43

$\begingroup$ @CarloBeenakker: Numerically for concrete values of $c_1,\,c_2$. $\endgroup$– user64494Commented Dec 10, 2020 at 19:02
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