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Consider the bivariate Normal p(x1,x2) = N( 0 , 0.3 -1 ) 3 -1 3 [hint: see example on page 178] Is p(x2) Normal? What
Consider the bivariate Normal p(x1,x2) = N( 0 , 0.3 -1 ) 3 -1 3 [hint: see example on page 178] Is p(x2) Normal? What is its mean and variance? Is p(x2|x1=1) Normal? What is its mean and variance? If we observe that x1 equals 1, what is the probability that x2>0 approximately
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Statistical Inference
Authors: George Casella, Roger L. Berger
2nd edition
0534243126, 978-0534243128
