Question: Problem 5.72 Let X and Y have a bivariate normal distribution with parameters X = 2, Y = 1, 2 X = 9, 2 Y
Problem 5.72 Let X and Y have a bivariate normal distribution with parameters µX = 2, µY = 1, σ2 X = 9, σ2 Y = 16, ρ = −2/3. Compute:
(a) P(X < 4)
(b) P(X < 4|Y = 1)
(c) E(X|Y = 1)
(d) V (X + Y )
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