63. Let the random variables X~ N(ux, o) and Y~ N(μy, o) be jointly continuous normal random variables. Now suppose their joint pdf is 1 2πσχογ X and Y are said to have a bivariate normal distribution. f(x, y) = f(x, y) -{(²-x)² + (0-4)²} (-∞∞) (2) I(-∞,∞) (Y) (a) Given this joint pdf, show that X and Y are independent. (b) The most general form of the pdf for a bivariate normal distribution is = e 1 2πσ.συ What must be true about k for X and Y to be independent bivariate normal random variables? e [ (x-µ x)² +k(2−µx) (Y−µy ) + ( -#Y) ² } o I(-∞,∞) (x) I(-∞,∞) (y)

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63. Let the random variables X~ N(ux, o) and Y~ N(μy, o) be jointly continuous normal random
variables. Now suppose their joint pdf is
1
2πσχογ
X and Y are said to have a bivariate normal distribution.
(a) Given this joint pdf, show that X and Y are independent.
(b) The most general form of the pdf for a bivariate normal distribution is
(-x)® +k(-x)(y-ux)+}
o
f(x, y)
=
f(x, y)
-{(²-x)² + (0-1)²} (-∞∞) (¹) I(-∞,∞) (Y)
e
e
1
I(-∞,∞) (x) I(-∞,∞) (y)
2πστσυ
What must be true about k for X and Y to be independent bivariate normal random variables?
(v-μ)2
Transcribed Image Text:63. Let the random variables X~ N(ux, o) and Y~ N(μy, o) be jointly continuous normal random variables. Now suppose their joint pdf is 1 2πσχογ X and Y are said to have a bivariate normal distribution. (a) Given this joint pdf, show that X and Y are independent. (b) The most general form of the pdf for a bivariate normal distribution is (-x)® +k(-x)(y-ux)+} o f(x, y) = f(x, y) -{(²-x)² + (0-1)²} (-∞∞) (¹) I(-∞,∞) (Y) e e 1 I(-∞,∞) (x) I(-∞,∞) (y) 2πστσυ What must be true about k for X and Y to be independent bivariate normal random variables? (v-μ)2
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