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  3. 6 suppose that w z have a bivariate normal distribution...

Question: 6 suppose that w z have a bivariate normal distribution...

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6. Suppose that (W, Z) have a bivariate normal distribution, that W~N(0, 1), and that the conditional distribution of Z, given that W-w, is N(aw b, T2). (a) What is the marginal distribution of Z? b) What is the conditional distribution of W, given that Z-2?

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