Assume that X and Y have a bivariate normal distribution with parameters
Thanks for your help!
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.