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Math Help - conditional probability with bivariate normal dist. help

  1. #1
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    Arrow conditional probability with bivariate normal dist. help

    Assume that X and Y have a bivariate normal distribution with parameters \mu_{X} = 14, \sigma^2_{X} = 4^{2}, \mu_{Y} = -1, \sigma^2_Y = 3^2, \rho = 0.9

    (a) P (0 < Y \le 1)

    (b) P (0 < Y \le 1 | X = 18)

    Thanks for your help!
    Last edited by Intsecxtanx; November 21st 2009 at 09:09 PM.
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  2. #2
    MHF Contributor matheagle's Avatar
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    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.
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  3. #3
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    Yes, I just realized. Thank you for your help!
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