Q18Section I (Objective (Q1–Q80))18 of 80

Distribution Theory — marginal of bivariate normal

If the random variables $X$ and $Y$ have a bivariate normal distribution with parameters $\mu_1$ , $\mu_2$ , $\sigma_1^2$ , $\sigma_2^2$ and $\rho$ , then the marginal distribution of $X$ is:

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