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Problem 2. (12 pts) Let (X1, Yi), (X2, Y2), ..., (Xn, Yn) be i.i.d. from bivariate normal dis- tribution N ( o, , where p

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Problem 2. (12 pts) Let (X1, Yi), (X2, Y2), ..., (Xn, Yn) be i.i.d. from bivariate normal dis- tribution N ( o, , where p E (-1, 1). (1) Find the conditional distribution of Y: given Xi = x. (2) Calculate E[X Y,] using iterated expectation. (3) Find the minimal sufficient statistic of p

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