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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.

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# Homework Help: Conditional expectations of bivariate normal distributions

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