In fact I have started this way for the conditionnal variance, but I m not sure if it s right:
E=belong to (logic operator)
V(Y|x E A)=V(Muy + Sy*(rho*Vx+Vy*(1-rho^2)^0.5 )|x E A)=V(Sy*(rho*Vx+Vy*(1-rho^2)^0.5 )|x E A)=Sy^2*rho^2*V(Vx/X E A)+ Sy^2*(1-rho^2)*V(Vy|x E A)
there is no...
I can help you with the marginal distribution.
You have to find the individual probability of each mode of transportation
for instance : P(Car)=(82/420)
P(BUS)=(126/420)
p(tRAIN)=212/420
SUM OF PROB EQUAL ONE, SO YOU HAVE A MARGINAL DISTRIBUTION.
FOR...
Homework Statement
We have Vx,Vy following a Normal standardized distribution
from which we construct the following correlated variables: X, Y.
We consider the events such that x(belong to)A, with 0 < Pr[x(belong to) A] <1.
We want to compute V(Y|X E A), Cov(X,Y|X E A) in order to compute...