Question: How to calculate the conditional conditional distribution of conditional distribution of y ? 1 ? ? ? y ? 2 ? ? = 1 ?

How to calculate the conditional conditional distribution of conditional distribution of y?1???y?2??=1 ?

How to calculate the conditional conditional distribution of conditional distribution of y?1???y?2??=1

Let y be a random vector of length 2 with a multivariate normal distribution; mean 1 1 2 8 7 2 7 / . Note that 2'1 = / / 1/2 2 2/7 4/7 ,u = (a1, uT, and variance 2 =

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