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2. Let X, and X2 have joint pdf 31 XiXz 71 f ( x 1, X2 ) = exp + *7 + 61EV7 16 32

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2. Let X, and X2 have joint pdf 31 XiXz 71 f ( x 1, X2 ) = exp + *7 + 61EV7 16 32 8 16 for x ER, X, ER. a) Find the mean and the variance of X, and X2. Also find p (that is, the correlation of X, and X2. b) Find the conditional PDF of X2 given X, = x, and E(X2|X, = x1), Var(X2|X, = x1). c) Find P(4

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