P(X - Y < 0) = \int_{-\infty}^{\infty}\int_{-2}^{y} \frac{1}{8\sqrt{2\pi}} e^\frac{-y^{2}}{8}dxdy=\frac{1}{8\sqrt{2\pi}}\int_{-\infty}^{\infty}(ye^\frac{-y^{2}}{8}+2e^\frac{-y^{2}}{8})dy