I have a question, I have a 25% of a factory ouptut has a normal
distribution with mean 3000 and variance 1000000. 75% of a factory output
has a normal distribution with mean 4000 and variance 1000000. I want to
fiund P(Y<4000).
Is it true that I can use the following Y = 0.25X1 + 0.75X2 and assume that
Cov(X1,X2) = 0 and get the correct answer. Its a bit confusing.
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Thanks,
Jim.
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