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    Kevin Fry

    Kevin Fry

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    Prob Gaussians exceed eachother

    less than 1 minute read

    Probability $X > 3Y$ when they are iid Gaussians.

    Solution

    Since they are both mean 0 and Gaussians are symmetric about their mean, this probability is $1/2$.

    Tags: mental math, probability

    Categories: quant-question-bank

    Updated: May 23, 2025

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