Unformatted text preview: E ( Y | X = x ) = μ Y + ρ σ Y σ X ( x-μ X ) , Var( Y | X = x ) = σ 2 Y (1-ρ 2 ) . • Given Y = y , the conditional distribution of X has the following (condi-tional) mean and (conditional) variance: E ( X | Y = y ) = μ X + ρ σ X σ Y ( y-μ Y ) , Var( X | Y = y ) = σ 2 X (1-ρ 2 ) . 1...
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This note was uploaded on 10/29/2011 for the course MATH 3310 at Cornell.