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Question

Statistics Question on Multivariate Distributions

Let (X, Y) be a random vector having bivariate normal distribution with parameters E(X) = 0, Var(X) = 1, E(Y) = −1, Var(Y) = 4 and ρ(X, Y) = 12-\frac{1}{2} , where ρ(X, Y) denotes the correlation coefficient between X and Y. Then P(X + Y > 1 | 2X − Y = 1) equals

A

Φ(12)Φ(-\frac{1}{2})

B

Φ(13)Φ(-\frac{1}{3})

C

Φ(14)Φ(-\frac{1}{4})

D

Φ(43)Φ(-\frac{4}{3})

Answer

Φ(43)Φ(-\frac{4}{3})

Explanation

Solution

The correct option is (D) : Φ(43)Φ(-\frac{4}{3}).