Using formula (5.1.5), prove that, if independent r.v.s X 1 and X 2 are standard normal and
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Using formula (5.1.5), prove that, if independent r.v.’s X1 and X2 are standard normal and S = X1 + X2, then the conditional distribution of X1 given S = s, is normal with a mean of s/2 and a variance of 1/2.
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