Question: Let (X1,X2) follows a bivariate normal distribution withEX1=EX2= 1, Var(X1) = Var(X2) = 1, Cov(X1, X2) = 0.6. a. Construct the variance-covariance matrix of (X1,

Let (X1,X2) follows a bivariate normal distribution withEX1=EX2= 1, Var(X1) = Var(X2) = 1, Cov(X1, X2) = 0.6.

a. Construct the variance-covariance matrix of (X1, X2). b. Find the conditional distribution of (X1|X2= 2)

c. Find the distribution ofX1X2.

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