Question: 4. Let (X1, X2) have the bivariate normal distribution with parameters #1, /2, 01, 02, p (as defined in the coursebook). In terms of these

4. Let (X1, X2) have the bivariate normal distribution with parameters #1, /2, 01, 02, p (as defined in the coursebook). In terms of these parameters, find: (a) The constant c so that X1 + X2 and X1 - cX2 are independent. (b) E(X1X2|X2 =/1 + /42). [10 marks]

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