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Suppose X and Y are jointly Gaussian with Ax = 1, my = 2, ox = 9, ov = 16, and Cov (X, Y) =
Suppose X and Y are jointly Gaussian with Ax = 1, my = 2, ox = 9, ov = 16, and Cov (X, Y) = 6. (a) Describe the marginal distribution of X in words and write the explicit formula for its pdf, fx (u). (b) Describe the conditional distribution of Y given X = 5 in words, and write the explicit formula for the conditional pdf, frix (v|5). (c) Find the numerical value of P(Y > 2(X = 5). (d) Find the numerical value of E[Y?|X = 5]
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