# Let X = (X1, X2, X3) have a multivariate normal distribution with mean vector 0 and variance…

**Question:**

Let X = (X_{1}, X_{2}, X_{3}) have a multivariate normal distribution with mean vector 0 and variance-covariance matrix

Find P(X_{1} > X_{2} + X_{3} + 2).

Hint: Find the vector a so that aX = X_{1} − X_{2} − X_{3} and make use of Theorem 3.5.1.

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