11/11/2016

Moment generating functions - any questions

• See tables on pages 339 and 340.

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 Sections 8.1-8.3 for class on Monday.