The bivariate distribution: Bivariate Normal Distribution -- from Wolfram MathWorld
The question states:
Let X and Y have the bivariate normal (3,5,2,4,0.5) distribution.
a)Specify the marginal distribution of X.
b)Specify the marginal distribution of Y.
I have no idea how to do this. Can someone help?
From my book the only thing I could establish was
Y=5+4(Z/2 + C*sqrt(3/4))
where Z and C are independent random variables, both distributed N(0,1).