Question: 11.59 (a) Evaluating the necessary integrals, verify the identities 2 = + 1 and 2 2 = 2 + 2 2 1 on

11.59

(a) Evaluating the necessary integrals, verify the identities μ2 = α + β μ1 and σ2 2 = σ2 + β2 σ2 1 on page 374.

(b) Substitute μ2 = α + βμ1 and σ2 2 = σ2 + β2σ2 1 into the formula for the bivariate density given on page 374, and show that this gives the final form shown on page 375.

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