Question: 4. Consider the jointly Gaussian random variables X and Y that have the following joint PDF: 2pry fx,y (x, y) exp 210XOY V1 - p2

4. Consider the jointly Gaussian random variables X and Y that have the following joint PDF: 2pry fx,y (x, y) exp 210XOY V1 - p2 2(1 - p2) OXOY (a) Prove that Y is a Gaussian random variable by deriving its marginal PDF, fy(y). Find the mean and variance of Y. (b) Prove that fxy(xly) corresponds to another Gaussian random variable, then find its mean and variance

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