# Question

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

## Answer to relevant Questions

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