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Let X and Y have a bivariate normal distribution with parameters μx = −3, μy = 10, σ²y X = 25, σ²y = 9, and rho = 3/5.

Compute

(a) P(−5 < X < 5).
(b) P(−5 < X < 5 |Y = 13).
(c) P(7 < Y < 16).
(d) P(7 < Y < 16 |X = 2).

Sagot :

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