Problem:
Multivariate Normal Distribution
A planar xy coordinate system is used as target. The probability to observe a hit in the plane may be given by the normal distribution of Problem 3.9.4 (e). Use the result of that problem to determine
(a) The probability P(R), to observe a hit within a given radius R around the origin,
(b) The radius R, within which a hit is observed with a given probability. Compute as a numerical example the value of R for P = 90 % and σ = 1.