Can you help me to solve these two questions? Thanks

3. A pair of random variables (X , Y) has a joint probability distribution in which the marginal distribution of X is Exp(1) and the conditional distribution of Y given X = :1: is Exp(x). (a) Determine the marginal probability density function of Y. [1 mark] (h) Determine the conditional expectation 1E[X|Y = y]. [1 mark] 4. Suppose Z has a bivariate normal distribution with mean 0 and covariance matrix equal to the identity matrix. Determine a vector a and matrix B such that Y = a + BZ has a bivariate normal distribution with 3 5 13 \"_[2l and E_l13 41] Note that there may be more than one solution. [3 marks]