Show that if (X, Y) ~ bivariate normal(μx, μy, Ï2X, Ï2Y, p), then the following are true.
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(a) The marginal distribution of X is n(μx, Ï2x) and the marginal distribution of Y is n(μY, Ï2Y).
(b) The conditional distribution of Y given X = x is
(c) For any constants a and b, the distribution of aX + bY is
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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