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Suppose two Gaussian R.V.'s X and Y follow (X,Y)~N(1, 0; 1, 4, 0.5), and W=3X+Y. Find...

Suppose two Gaussian R.V.'s X and Y follow (X,Y)~N(1, 0; 1, 4, 0.5), and W=3X+Y. Find the joint PDF between W and Y, fwy(w,y) and find E{W|Y=y}.

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Expert Solution

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Note: f(w|y)= 1/3 {Univariate normal pdf of W/3 with mean (1+7y/12) and variance 0.75}

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