oh.. u deleted the first question. I had already solved it. :)
anyways I think u have already figured out that u need to do convolution.
for the
first part of 2nd ques:
P(Z<z)=1-P(Z>z)
P(Z>z)=P(X>z,Y>z)
=P(X>z)P(Y>z)
now it becomes a question of calculus. solve it using properties of Gaussian integral.
2nd part:(I am not sure):
make joint pdf of X & Y
f(x,y)=f(x)f(y)
then assuming X and Y are not equal,
P(max(X; Y ) - min(X; Y ) > t) = P(X-Y>t) + P(X-Y < t)
maahi, are u opting for Option B?
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"You don't have to believe in God, but you should believe in The Book." -Paul Erdős