Hey guys, I'm having a bit of a problem with this question...
Homework Statement
If X and Y have a bivariate normal distribution with m_X=m_y=0 and \sigma_X=\sigma_Y=1, find:
a) E(X|Y=1) and Var(X|Y=1)
b) Pr(X+Y>0.5)
Homework Equations
N/A
The Attempt at a Solution...
Homework Statement
f\left(x,y\right)=\left\{\begin{array}{cc}\frac{1}{y} ,&\mbox{ if }
0 \leq x \leq y, 0 \leq y \leq 1 \\ 0,&mbox{ otherwise } \end{array}\right.
Find the marginal distributions (pdf and cdf) of X and Y
Find Pr(X+Y>0.5)
Homework Equations
N/AThe Attempt at a Solution...