A hint to get started
Preserve the absolute deviation when relating two normal tails
Independent X,Y have distributions and respectively, with σ>0. Let .
(i) Given , show that .
(ii) Write down the mean and variance of Y−X. Hence find in terms of k.
[2008/VJC/BT/II/14]
CJC · Discussion · Question 12
Use the standard deviation 2σ of the difference, and keep both tails of the absolute deviation.