! please solve both the parts Suppose (X, Y) is bivariate normal with E(X) = 0 = E(Y), Var(X) =o2 = Var(Y) and a correlation coefficient of p = 0.4 between X and Y.(a) Find the distribution of%3D|3|%3D%3D(Y – pX)²1- p?Q = X? +(b) Find E(Q).

Given: E [X] = 0 E [ Y] = 0 V [ X] = σ2 V [ Y] = σ2 ρ=0.4 Q=X2+Y-ρX21-ρ2

Answered: Suppose (X, Y) is bivariate normal with…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Suppose (X, Y) is bivariate normal with E(X) = 0 = E(Y), Var(X) ² = Var(Y) and a correlation coefficient of p = 0.4 between X and Y. (a) Find the distribution of %3D %3D %3D %3D (Y – pX)² 1- p2 | Q = X² + (b) Find E(Q).