Question

Suppose X1 and X2 have a bivariate normal distribution. Then, the condition distribution of Xı given X2=x2 follows a normal distribution with variance,​

Answer 1

Given:

We have a bivariate normal distribution.

To Find:

We need to find variance for it?

Step-by-step explanation:

• Mean of distrinution is given by E(x)

• Mean  of $X_1$ when is given write as $E(X_1/x_2)$

• Hence, variance of distribution is given by

                        $var x=(E(X_1/x_2))^2-E(X_1^2/x_2)$