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b) The random variables X and Y are bivariate normal, with joint moment generating function Mx.y (t1, 12) = exp (+1+ 2142 + 412) (i)

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b) The random variables X and Y are bivariate normal, with joint moment generating function Mx.y (t1, 12) = exp (+1+ 2142 + 412) (i) Find E(X), E(Y), var(X), var(Y), cov (X, Y) and corr (X, Y). (ii) What is the distribution of Y given X = 1? Hence compute E (Y X = 1) and var (Y|X = 1)

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