Bivariate normal distribution - find a constant a such that


[Graybill, 1961]. Let x = (X1, X2) have a bivariate normal distribution with pdf

f(x; μ,Σ) = 1/k exp(-Q/2)

where Q = 2x12 -x1x2 + 4x22 -11x1 -5x2 + 19, and k is a constant. Find a constant a such that P(3X1 -X2 < a) = 0.01

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Engineering Mathematics: Bivariate normal distribution - find a constant a such that
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