09_20 - STAT 420 Examples for 09/20/2007 Fall 2007...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: STAT 420 Examples for 09/20/2007 Fall 2007 Bivariate Normal Distribution: ( ) ( ) & & & & ---- = 2 1 1 2 2 2 1 & & & 1 2 1 1 2 1 , exp x y x f & & & & - +--- 2 2 2 2 2 1 1 & & & 2 y y x , - < x < , - < y < . (a) the marginal distributions of X and Y are 2 1 , 1 & N and 2 2 , 2 & N , respectively; (b) the correlation coefficient of X and Y is XY = , and X and Y are independent if and only if = 0; (c) the conditional distribution of Y, given X = x , is ( ) ( ) -- + 2 2 2 , 1 1 2 2 & & & 1 x N ; (d) the conditional distribution of X, given Y = y , is ( ) ( ) -- + 2 1 2 , 2 2 1 1 & & & 1 y N ....
View Full Document

Page1 / 4

09_20 - STAT 420 Examples for 09/20/2007 Fall 2007...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online