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Let X and Y have bivariate normal distribution with mean and variance... 1. Let X and Y have bivariate normal distribution with mean and variance

Let X and Y have bivariate normal distribution with mean and variance...

1. Let X and Y have bivariate normal distribution with mean and variance and 2 (a) Find a constant of such that Y - a* X is independent of X. Show that var(Y - aX ) > var(Y - a* X) for any constant a. (b) Find the conditional distribution of X + Y given X - Y. (c) Obtain E(X | X + Y)

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