Question: 1.9. Let the p(., .) above be the 2-dimensional normal density: 2pxy l)} + 2 ' 0102 02 where 01 >0, 02>0, 0 < p

1.9. Let the p(., .) above be the 2-dimensional normal density:

2pxy l)} + 2 ' 0"10"2 0"2 where 0"1 >0, 0"2>0, 0 < p < 1. Find the cp mentioned in Exercise 8 and J YifJEx, y) dy. -00 The latter should be a version of 6"(Y I X = x); verify it.

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