comparison with normal distribution truncated

#1
Hello,

I would to know how to calculate the probability that X > Y when Y is greater than a given value p (X and Y are random variable following normal distribution). I think that it is equivalent to caculate Y - X > 0 with X and Y are normal discutribution truncated at p.

Thanks,
Pascal
 
#4
My problem is the follow : I have two prices (X and Y) that follow a normal distribution and I would like to compare this prices (X > Y) above a given minimum price. In a more formal way, I think it could be expressed as P(X > Y | Y > p) where p is the minimum price.
 

Dason

Ambassador to the humans
#6
My problem is the follow : I have two prices (X and Y) that follow a normal distribution and I would like to compare this prices (X > Y) above a given minimum price.
Just one of them being above the minimum price or both? Are the two random variables independent?