4. Let X and Y be jointly Gaussian random variables and let E X | = 0, E Y ] = 0, ox = 2, oy = 4 and E[X|Y] = (a) Show that if X and Y are jointly Gaussian with joint PDF defined as 1 1 2pxy fx,x (x, y ) = exp + 2TOXOY V 1 - p2 2(1 - p2) o'Y OXOY then the following equation hold true: E[XY] = PXY by oxy. (Hint You can use the result obtained in Homework 7, problem 4 (b) ) (b) Find the joint pdf of X and Y. (c) Find the conditional pdf of fxy(xly)