11/13/2023

Chapter 9 - Bivariate normal distribution

Find the marginal density of X.
Theorem - If two random variables have a bivariate normal distribution, they are independent if and only if rho = 0.
Class Exercise - If X and Y have a bivariate normal distribution, then the conditional distribution of Y given X=x is normal. Find the mean and variance of this conditional distribution.

Please read Section 9.6 for class on Wednesday.

We will begin our continuous RV project presentations on Wednesday. I would also be happy to answer any questions you have about the material in Chapters 6, 7, and 8 before moving on to Chapter 9.