# Homework Help: Conditional expectations of bivariate normal distributions

1. May 3, 2010

### Ryuuzakie

Hey guys, I'm having a bit of a problem with this question...

1. The problem statement, all variables and given/known data
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)

2. Relevant equations
N/A

3. The attempt at a solution
Apologies, but I don't seem to know where to start on this one.

2. May 3, 2010

### lanedance

how about the joint denisty function?

3. May 3, 2010