Problem 4: The following density function is for a bivariate normal distribution, where p is a constant. Recall "exp(something)" means "e raised to the power of (something)": x² + y? – 2pxy 2(1 – p2) f(x,y) = :exp 2n/1 - p2 A) If p=0, show that the two random variables X and Y are independent. B) Derive the marginal density of X (without assuming that p is 0) C) Calculate the conditional density of Y given X= 0.

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Problem 4: The following density function is for a bivariate normal distribution, where p is a
constant. Recall "exp(something)" means "e raised to the power of (something)":
x² + y? – 2pxy
2(1 – p2)
f(x,y) =
:exp
2n/1 - p2
A) If p=0, show that the two random variables X and Y are independent.
B) Derive the marginal density of X (without assuming that p is 0)
C) Calculate the conditional density of Y given X= 0.
Transcribed Image Text:Problem 4: The following density function is for a bivariate normal distribution, where p is a constant. Recall "exp(something)" means "e raised to the power of (something)": x² + y? – 2pxy 2(1 – p2) f(x,y) = :exp 2n/1 - p2 A) If p=0, show that the two random variables X and Y are independent. B) Derive the marginal density of X (without assuming that p is 0) C) Calculate the conditional density of Y given X= 0.
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