Question: If X and Y have a bivariate normal distribution with joint probability density f(x,y; Pop), show that the marginal probability distribution of X is normal

If X and Y have a bivariate normal distribution with joint probability density f(x,y; Pop), show that the marginal probability distribution of X is normal with mean Hy and standard deviation of [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.]

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