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Permutation probability

springgengxin
Post Icon Posted: Submitted by springgengxin on 14 June 2010 - 11:02pm.

Joined: 2010-06-14
Posts: 1

Hi, I am trying to find the probability of the permutation of correlated random variables.
The problem is: Let X_i be correlated normal distributed random variables, i=1,2,3, what is the probability of X_1>X_2>X_3?
Does anyone know any idea about how to solve? Many thanks!

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