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Exercise 10.45. Suppose that the joint distribution of X,Y is bivariate normal with parameters σX,σY,ρ,µX,µY as...

Exercise 10.45. Suppose that the joint distribution of X,Y is bivariate normal with parameters σX,σY,ρ,µX,µY as described in Section 8.5. (a) Compute the conditional probability density of X given Y =y. (b) Find E[X|Y].

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