Question

Let the random vector (𝑋1,𝑋2) follow the bivariate normal distribution with 𝐸(𝑋1)=𝐸(𝑋2 )=1, 𝑉𝑎𝑟(𝑋2 )=4 𝑉𝑎𝑟(𝑋1)=4 and 𝐶𝑜𝑣(𝑋1, 𝑋2 )=1 . Then, 𝑉𝑎𝑟 (𝑋1+𝑋2 | 𝑋1=$\frac{1}{2}$) equals ________

Answer 1

The correct answer is: 3