w**********5
发帖数: 1741 | | c********u
发帖数: 34 | | w*********t
发帖数: 17 | 3 let X=w1, and Y=w2-w1
P(w2>0|w1>0)=P(Y>-X|X>0)
X and Y are bivariate normal with 0 correlation.
P(Y>-X|X>0)=P(Y>-X,X>0)/P(X>0)
P(X>0)=1/2
P(Y>-X|X>0)=3/8
P(w2>0|w1>0)=3/8/(1/2)=3/4 | w**********5
发帖数: 1741 | |
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