In: Statistics and Probability
The binormal distribution for (X, Y) is defined as the marginal distribution X ∼ N (1,4) and conditional distribution Y | X = x ∼ N (1 – x, 1). Find Pr(X < 1|Y = −1).
The problem is solved by finding the parameters of the binormal distribution and then using the conditional distribution. For further query in above, comment.