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Q108Section C (Part C)108 of 120

Sampling distributions built from a bivariate normal sample

Let (X1,Y1),(X2,Y2),…,(X10,Y10)(X_1,Y_1),(X_2,Y_2),\dots,(X_{10},Y_{10}) be a random sample from a bivariate normal distribution BVN(μ1,μ2,σ12,σ22,ρ)\mathrm{BVN}(\mu_1,\mu_2,\sigma_1^2,\sigma_2^2,\rho) with μ1=5\mu_1=5, μ2=6\mu_2=6, σ12=4\sigma_1^2=4, σ22=9\sigma_2^2=9 and ρ=12\rho=\tfrac12. Then, which of the following statements are true?

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Options

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