Question 4 Let X and Y be bivariate Gaussian random variables with: • E[X] = 1, E[Y] = 2, • Var[X] = 4, Var[Y] =9 • Cov[X, Y] = -2. a) What is the probability density function (pdf) of X? b) What is P[ Y < E[Y]] ? c) What are the mean and variance of Z = 2X – Y + 1?

A First Course in Probability (10th Edition)
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Question 4 Let X and Y be bivariate Gaussian random variables with:
• E[X] = 1, E[Y] = 2,
• Var[X] = 4, Var[Y] = 9
• Cov[X,Y] = -2.
a) What is the probability density function (pdf) of X?
b) What is P[Y < E[Y] ] ?
c) What are the mean and variance of Z = 2X – Y + 1?
d) What is the probability density function (pdf) of Z?
Transcribed Image Text:Question 4 Let X and Y be bivariate Gaussian random variables with: • E[X] = 1, E[Y] = 2, • Var[X] = 4, Var[Y] = 9 • Cov[X,Y] = -2. a) What is the probability density function (pdf) of X? b) What is P[Y < E[Y] ] ? c) What are the mean and variance of Z = 2X – Y + 1? d) What is the probability density function (pdf) of Z?
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