Let X and Y have a bivariate normal distribution with parameters X = 10, 2 X = 9, Y =

Chapter 4, Problem 4.5-8

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QUESTION:

Let X and Y have a bivariate normal distribution with parameters X = 10, 2 X = 9, Y = 15, 2 Y = 16, and = 0. Find (a) P(13.6 < Y < 17.2). (b) E(Y | x). (c) Var(Y | x). (d) P(13.6 < Y < 17.2 | X = 9.1).

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QUESTION:

Let X and Y have a bivariate normal distribution with parameters X = 10, 2 X = 9, Y = 15, 2 Y = 16, and = 0. Find (a) P(13.6 < Y < 17.2). (b) E(Y | x). (c) Var(Y | x). (d) P(13.6 < Y < 17.2 | X = 9.1).

ANSWER:

Step 1 of 5

Given:

The variables X and Y have a bivariate normal distribution.

The parameters are given as,

and.

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