Question: Suppose that X and Y are distributed bivariate normal with density given in Equation (17.38). a. Show that the density of Y given X =

Suppose that X and Y are distributed bivariate normal with density given in Equation (17.38).
a. Show that the density of Y given X = x can be written as

where

b. Use the result in part (a) to show that

c. Use the result in part (b) to show that E(Y|X = x) = a + bx for suitably chosen constants a and b.

frx=-0) = y-K exp 2

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