7. If the r.v.'s X and Y have bivariate normal distribution with parameters ₁ = 3.2, 2 = 1.44, 0₁ = 12,02 = 16 and p = 0.7, determine the following quantities: (a) E(X), E(Y), Var(X), Var(Y), p(X, Y), and Cov(X,Y). (b) the distribution of X and the distribution of Y. (c) the probabilities P(0.8 < X < 4.2), P(Y > 14).

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7. If the r.v.'s X and Y have bivariate normal distribution with parameters ₁ = 3.2, µ2 = 1.44, 0₁ =
12, 02 = 16 and p = 0.7, determine the following quantities:
(a) E(X), E(Y), Var(X), Var(Y), p(X, Y), and Cov(X, Y).
(b) the distribution of X and the distribution of Y.
(c) the probabilities P(0.8 < X < 4.2), P(Y > 14).
(d) the conditional distribution of Y, given X = 3.8.
(e) the conditional distribution of X, given X = 10.
(f) the probabilities P(X > 3.2|Y = 10), P(Y < 12|X = 3.8).
(g) E(X|Y = 10), E(Y|X = 3.8), Var(X|Y = 10), Var(Y|X = 3.8).
Transcribed Image Text:7. If the r.v.'s X and Y have bivariate normal distribution with parameters ₁ = 3.2, µ2 = 1.44, 0₁ = 12, 02 = 16 and p = 0.7, determine the following quantities: (a) E(X), E(Y), Var(X), Var(Y), p(X, Y), and Cov(X, Y). (b) the distribution of X and the distribution of Y. (c) the probabilities P(0.8 < X < 4.2), P(Y > 14). (d) the conditional distribution of Y, given X = 3.8. (e) the conditional distribution of X, given X = 10. (f) the probabilities P(X > 3.2|Y = 10), P(Y < 12|X = 3.8). (g) E(X|Y = 10), E(Y|X = 3.8), Var(X|Y = 10), Var(Y|X = 3.8).
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