Question: 2.4.8 Let X and Y have the normal density given in Chapter 1, in (1.47). Show that the conditional density function for X, given that

2.4.8 Let X and Y have the normal density given in Chapter 1, in (1.47). Show that the conditional density function for X, given that Y D y, is normal with moments

xx =x+ and OXY = 0x1-p (Art).

xx =x+ and OXY = 0x1-p (Art).

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