# Question: Starting from the general form of the joint Gaussian PDF

Starting from the general form of the joint Gaussian PDF in Equation (5.40) and using the results of Exercise 5.35, show that conditioned on Y = y, X is Gaussian with a mean of μx + ρXY (σX / σY) (y – μY) and a variance of σ2X (1 – ρ2XY.

In Equation 5.40

In Equation 5.40

## Relevant Questions

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