Question: Suppose that X1 and X2 have a bivariate normal distribution for which E(X1|X2) = 3.7 0.15X2, E(X2|X1) = 0.4 0.6X1, andVar(X2|X1) = 3.64.

Suppose that X1 and X2 have a bivariate normal for which E(X1|X2) = 3.7 − 0.15X2, E(X2|X1) = 0.4 − 0.6X1, andVar(X2|X1) = 3.64. Find the mean and the variance of X1, the mean and the variance of X2, and the correlation of X1 and X2.

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