For a \(BVN{\rm{ }}\left( {85,10,90,16,0.8} \right)\),
The probability that the sum of her scores on the two tests will be greater than 200 is
\(P\left( {A + B > 200} \right)\).
Let,\(C = A + B\)be a new variable.
The expectation of C is:
\(\begin{aligned}{}E\left( C \right) &= E\left( A \right) + E\left( B \right)\\ &= {\mu _A} + {\mu _B}\\ &= 85 + 90\\ &= 175\end{aligned}\)
The standard deviation of C is:
\(\begin{aligned}{}\sqrt {Var\left( C \right)} &= \sqrt {Var\left( A \right) + Var\left( B \right) + 2 \times p \times sd\left( A \right) \times sd\left( B \right)} \\ &= \sqrt {{\sigma _A}^2 + {\sigma _B}^2 + 2 \times p \times {\sigma _A} \times {\sigma _B}} \\ &= \sqrt {100 + 256 + 2 \times 0.8 \times 10 \times 16} \\& = \sqrt {612} \\ &= 24.73\end{aligned}\)
Therefore, C follows normal distribution, that is, \(C \sim N\left( {175,24.73} \right)\)