Radius of the smallest circle


Suppose that a point (X, Y ) is to be chosen at random in the xy-plane, where X and Y are independent random variables and each has the standard normal distribution. If a circle is drawn in the xy-plane with its center at the origin, what is the radius of the smallest circle that can be chosen in order for there to be probability 0.99 that the point (X, Y ) will lie inside the circle?

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Basic Statistics: Radius of the smallest circle
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