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Let X and Y be zero-mean jointly Gaussian random variables with E(X) = o, E(Y) = of, and E(XY) = = poxoy. (a) Find

Let X and Y be zero-mean jointly Gaussian random variables with E(X) = o, E(Y) = of, and E(XY) = = poxoy. (a) Find the conditional probability density function fx|y(x|y). (b) Let V=Y. Find the conditional probability density function fx|v(x|v). (Hint: think carefully before calculations.) (c) Let Z = Y2. Find the conditional probability density function fx/z(x|z). (Hint: first understand why this is more difficult than (b).)

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