设随机变量X~N(0,σ2),y~N(0,4σ2),且P(X≤1,Y≤-2)=,则P(X>1,Y>-2)=______.

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问题 设随机变量X~N(0,σ2),y~N(0,4σ2),且P(X≤1,Y≤-2)=,则P(X>1,Y>-2)=______.

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答案[*]

解析 令{X≤1}=A,{Y≤-2}=B,P(A)=
且P(AB)=,则
P(X>1,Y>-2)==1-P(A+B)
=1-P(A)-P(B)+P(AB)=
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