Question

6. Suppose X, Y have a bivariate normal distribution with marginal dis- tribution X ~ N(0,1) and the conditional distribution of Y given X-x is N(ax + b,a?). (i). What is the marginal distribution of Y? (ii). What is the conditional dist ribut ion of X given Y-y?

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Answer #1

SOLUTION:

Given that,

X,Y have a bivariate normal distribution

marginal distribution X  simextit{mathit{mathit{N}}}(0,1)

conditional distribution of Y given X = x is extit{mathit{mathit{N extit{}}}} (ax +b,sigma ^{2}).

(1 ) What is the marginal distribution of y? styi bution ot y9 e Know lorma 2) No heye 2 2These-fove oYmo C 2 (a) what Ts the Condrtional distriburion of X gen ondr-tiorn s tibutono(a 2 2-

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