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Unformatted text preview: ( ) X d M t t dt E X = = + = Considering 2 2 2 ( ) ( ) Var X E X = =* Bivariate Normal Random Variable 2 2 ( , ) ~ ( , ; , ; ) x x y y X Y BN ρ where is the correlation between & X Y The joint p.d.f. of ( , ) X Y is 2 2 2 2 2 2 1 1 2 ( , ) exp 2(1 ) 2 1 x y x y x y x y xy f x y σ σ πσ σ =+  * Extra Question (How to use the Ztable) Let ~ (3,4) X N We want to calculate (1 3) P X < < (1 3) 1 3 3 3 3 ( ) 2 2 2 ( 1 0) (0 1) 0.3413 P X X P P Z P Z < <= < < = < < = < < =...
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 Spring '08
 Zhu,W
 Calculus, Derivative, Normal Distribution, Variance, probability density function, dx

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