X and Y have the bivariate normal distribution. You are given: E[X]=10 E[Y]=-5 E[XY]=-46 E[Y|X=2]=-77/9 E[X|Y=2]=17 Calculate Var[Y|X=x] + Var[X|Y=y]
a) 6.5
b) 6.8
c) 7.00
d) 7.22
e) 7.43
X and Y have the bivariate normal distribution. You are given: E[X]=10 E[Y]=-5 E[XY]=-46 E[Y|X=2]=-77/9 E[X|Y=2]=17...
р 9. If (X,Y) are bivariate normal with E(X) = 20, var(X) = 25, E(Y) = 16, var(Y) = 9, and = 0.7, what is the distribution of Y given X = 30? 3.52 .d.
Let X and Y have a bivariate normal distribution with parameters μX = 10, σ2 X = 9, μY = 15, σ2 Y = 16, and ρ = 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). 4.5-8. Let X and Y have a bivariate normal distribution with parameters Ax-10, σ(-9, Ily-15, σǐ_ 16, and ρ O. Find (a) P(13.6< Y < 17.2)...
Suppose (X, Y ) has bivariate normal distribution, E(X) = E(Y ) = 0,V ar(X) = σX2 , V ar(Y ) = σY2 and Correl(X, Y ) = ρ. Calculate the conditional expectation E(X2|Y ). I. Suppose (X,Y) has bivariate normal distribution, E(X) = E(Y) 0, Var(X)-σ , Var(Y) σ and Correl (X,Y)-p. Calculate the conditional expectation ECKY expectation E(X2Y)
Suppose that X and Y form a bivariate normal distribution. You are given that E[X] = E[Y] = 0, with o x = 3, 0y = 2. Further, the correlation between X and Y is 0.5. Find P(X<Y + 1).
Suppose that X and Y form a bivariate normal distribution. You are given that E[X] = E[Y] = 0, with o x = 3, 0y = 2. Further, the correlation between X and Y is 0.5. Find P(X<Y + 1).
Suppose that X and Y form a bivariate normal distribution. You are given that E[X] = E[Y] = 0, with o x = 3, 0y = 2. Further, the correlation between X and Y is 0.5. Find P(X<Y + 1).
Suppose that X and Y form a bivariate normal distribution. You are given that E[X] = E[Y] = 0, with o x = 3, 0y = 2. Further, the correlation between X and Y is 0.5. Find P(X<Y + 1).
Suppose that X and Y form a bivariate normal distribution. You are given that E[X] = E[Y] = 0, with o x = 3, 0y = 2. Further, the correlation between X and Y is 0.5. Find P(X<Y + 1).
1. Suppose (x, Y) has bivariate normal distribution, E(x) E(Y)- 0, Var(X) σ , Var(Y) σ and Correl(X, Y) p. Calculate the conditional expectation E(X2|Y).
If X and Y are two non-independent normal distribution whose joint distributions is bivariate normal with correlation p, what is Var(XY)?