Suppose that X and Y have a bivariate normal distribution with joint probability density function fXY (x, y X, Y, X, Y, p) (a) Show that the conditional distribution of Y, given that X x is normal (b) Determine E(Y X x) (c) Determine V(Y X X)

Question: Suppose that X and Y have a bivariate normal distribution with joint probability density function fXY (x, y; X, Y, X, Y, p). (a) Show

Suppose that X and Y have a bivariate normal with joint probability density function fXY (x, y; σX, σY, μX, μY, p).
(a) Show that the conditional of Y, given that X = x is normal.
(b) Determine E(Y|X = x)
(c) Determine V(Y|X = X)

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