What is the probability that the number chosen is greater than 39?

Infinite.

Step-by-step explanation:

You don't give a number it is lower than, which autimatically makes the max infinity, and there are infinite numbers bigger than 39.

Let me explain it with another pythagorean triple which is 5, 12, 13 which will be 52+122=132
Here I give you the divisors of 5: 1, 5
Now the divisors of 12: 1, 2, 3, 4, 6, 12
And the divisors of 13:1, 13
So the greatest common divisor is 1
Here is the proof. I hope this is useful for you