3.4 Solve the below problem:Let Y, and Y, have a bivariate normal distribution:2.1.2.Y2-H2exp2no,02y1-p22(1-p2){. (ज-र.) + ( ज-र) (ज-पदर) 07 (जब)} Dr=–00 < y, < ∞,-00 < y2 < ∞,Show that the marginal distribution of Y, is normal with mean µz and variance o is givenby:2,1f(y2) =203,-00 < Y2 < ∞2.

3.4 Solve the below problem: Let Y, and Y, have a bivariate normal distribution: -20 ()() + ()) 1 fV1.Y2) = exp 2n01021-p2 y2-H2 2(1-p2) -0 < y1 < o, Show that the marginal distribution of Y, is normal with mean u2 and variance oz is given by: f2) e 205 V2no,

3.4 Solve the below problem: Let Y, and Y, have a bivariate normal distribution: -20 ()() + ()) 1 fV1.Y2) = exp 2n01021-p2 y2-H2 2(1-p2) -0 < y1 < o, Show that the marginal distribution of Y, is normal with mean u2 and variance oz is given by: f2) e 205 V2no,

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Question

3.4 Solve the below problem:
Let Y, and Y, have a bivariate normal distribution:
2.
1.
2.
Y2-H2
exp
2no,02y1-p2
2(1-p2)
{. (ज-र.) + ( ज-र) (ज-पदर) 07 (जब)} Dr=
–00 < y, < ∞,
-00 < y2 < ∞,
Show that the marginal distribution of Y, is normal with mean µz and variance o is given
by:
2,
1
f(y2) =
203
,-00 < Y2 < ∞
2.

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