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) = −21 , where ρ(X, Y) denotes the correlation coefficient between X and Y. Then P(X + Y > 1 | 2X − Y = 1) equals
A
Φ(−21)
B
Φ(−31)
C
Φ(−41)
D
Φ(−34)
Answer
Φ(−34)
Explanation
Solution
The correct option is (D) : Φ(−34).