Question:
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) = \(-\frac{1}{2}\) , where ρ(X, Y) denotes the correlation coefficient between X and Y. Then P(X + Y > 1 | 2X − Y = 1) equals
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) = \(-\frac{1}{2}\) , where ρ(X, Y) denotes the correlation coefficient between X and Y. Then P(X + Y > 1 | 2X − Y = 1) equals
Updated On: Oct 1, 2024
- \(Φ(-\frac{1}{2})\)
- \(Φ(-\frac{1}{3})\)
- \(Φ(-\frac{1}{4})\)
- \(Φ(-\frac{4}{3})\)
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The Correct Option is D
Solution and Explanation
The correct option is (D) : \(Φ(-\frac{4}{3})\).
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