Problem S-M. Deduction of the pdf's and Event Probabilities for a Jointly Gaussian Pair of Random Variables with Known Covariance Matrix Two Jointly Gaussian random variables X and Y each have a zero mean, and a covariance matrix 9 l C = l 4 (a) Find the joint probability density function of X and Y. (b) Find the conditional probability density function of X, given that Y = 0. (c) Find the conditional probability density Jnction of X, given that Y > 0. [d1 Find the probability of the event g l