Assume that X and Y have a bivariate normal distribution with parameters

Thanks for your help!

Printable View

- November 21st 2009, 07:56 AMIntsecxtanxconditional probability with bivariate normal dist. help
Assume that X and Y have a bivariate normal distribution with parameters

Thanks for your help! - November 21st 2009, 02:53 PMmatheagle
You left out the mean of Y.

The first part is basic, the second you need to know the conditional distribution of Y given X.

You can find that after....

'In the bivariate case the conditional distribution of Y given X is'

in http://en.wikipedia.org/wiki/Multiva...l_distribution

Then perform the usual standardization to use the N(0,1) table. - November 21st 2009, 08:09 PMIntsecxtanx
Yes, I just realized. Thank you for your help!