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June 14th, 2010, 01:56 PM   #1
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Permutation probability

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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