If XXX and YYY are independent random variables with X∼N(0,1)X \sim N(0, 1)X∼N(0,1) and Y∼N(0,1)Y \sim N(0, 1)Y∼N(0,1), what is P(X2+Y2≤1)P(X^2 + Y^2 \leq 1)P(X2+Y2≤1)?
1/21/21/2
e−1/2e^{-1/2}e−1/2
1−e−11 - e^{-1}1−e−1
1−e−1/21 - e^{-1/2}1−e−1/2