Show that if (X, Y) bivariate normal( Icirc frac14 x, Icirc frac14 y, Iuml 2X, Iuml 2Y, p), then the following are true (a) The marginal distribution of X is n( Icirc frac14 x, Iuml 2x) and the marginal distribution of Y is n( Icirc frac14 Y, Iuml 2Y) (b) The conditional distribution of Y given X x...

a We will compute the marginal of X The calculation for Y is similar Start with and compute where we ...

Show that if (X, Y) ~ bivariate normal(Î¼x, Î¼y, Ï2X, Ï2Y, p), then the following are true.

Question:

Show that if (X, Y) ~ bivariate normal(Î¼x, Î¼y, Ïƒ2X, Ïƒ2Y, p), then the following are true.
(a) The marginal of X is n(Î¼x, Ïƒ2x) and the marginal of Y is n(Î¼Y, Ïƒ2Y).
(b) The conditional of Y given X = x is

Distribution
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...