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June 14th, 2010, 01:56 PM  #1 
Newbie Joined: Jun 2010 Posts: 1 Thanks: 0  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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permutation, probability 
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