Let Z1 and Z2 be independent standard normal random variables. What is the probability that the minimum of Z1 and Z2 will be greater than 1.0?
How do I go about this when I have no values? Is the only reason that these can be greater than 1 because they're independent?
Hint. The minimum will be greater than $1$ if and only if $Z_1>1$ and $Z_2>1$. And the random variables are independent, so. . . ?