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7. The random vector (X, Y) follow a bivariate normal distribution: () ~N Let D(z) denote the cdf of N(0,1), i.e., (z) = P(Z ≤ 2) = What is the marginal distribution of X? IS Please express P(1

7. The random vector (X, Y) follow a bivariate normal distribution: () ~N Let D(z) denote the cdf of N(0,1), i.e., (z) = P(Z ≤ 2) = What is the marginal distribution of X? IS Please express P(1

MATLAB: An Introduction with Applications
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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7. The random vector (X, Y)T follow a bivariate normal distribution: 025)). Let D(z) denote the cdf of N(0,1), i.e., (z) = P(Z ≤ z) = exp(-)du, whereZ~ N(0,1). If a. b. C. d. e. What is the marginal distribution of X? Please express P(1<X<3) using D(.). What is the correlation between X and Y? What is the conditional distribution of X|Y=1? Please express P(1<X<3|Y=1) using Þ(.). ~N 0.25
Transcribed Image Text:7. The random vector (X, Y)T follow a bivariate normal distribution: 025)). Let D(z) denote the cdf of N(0,1), i.e., (z) = P(Z ≤ z) = exp(-)du, whereZ~ N(0,1). If a. b. C. d. e. What is the marginal distribution of X? Please express P(1<X<3) using D(.). What is the correlation between X and Y? What is the conditional distribution of X|Y=1? Please express P(1<X<3|Y=1) using Þ(.). ~N 0.25
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