If X and Y have a bivariate normal distribution with joint probability density fXY (x, y X, Y, X, Y, p), show that the marginal probability distribution of X is normal with mean X and standard deviation X Hint Complete the square in the exponent and use the fact that the integral of a normal probab...

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If X and Y have a bivariate normal distribution with joint probability density fXY (x, y; X,

Question:

If X and Y have a bivariate normal with joint probability density fXY (x, y; σX, σY, μX, μY, p), show that the marginal probability of X is normal with mean μX and standard deviation σX. [Hint: Complete the square in the exponent and use the fact that the integral of a normal probability density function for a single variable is 1.] Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...