选A
情况A:P(min{X,Y}<=0)=P(X<=0,X<=Y)+P(Y<=0,X>Y)
=1-P(X>0,Y>0)=1-P(X>0)*P(Y>0)=1-1/2*1/2=3/4
情况B:P(max{X,Y}<=0)=P(X<=0,X>Y)+P(Y<=0,X<=Y)
=P(X<=0,Y<=0)=P(X<=0)*P(Y<=0)=1/2*1/2=1/4
情况C、D:X+Y和X-Y都服从正态分布,且
E(X+Y)=E(X)+E(Y)=0,E(X-Y)=E(X)-E(Y)=0
D(X+Y)=D(X)+D(Y)=2,D(X-Y)=D(X)+D(Y)=2
因此都服从N(0,2)分布
P(X+Y<=0)=1/2,P(X-Y<=0)=1/2