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Homework Help: Conditional expectations of bivariate normal distributions

  1. May 3, 2010 #1
    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 [tex]m_X=m_y=0[/tex] and [tex]\sigma_X=\sigma_Y=1[/tex], 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. jcsd
  3. May 3, 2010 #2

    lanedance

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    how about the joint denisty function?
     
  4. May 3, 2010 #3

    lanedance

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