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Q46Section C (Section C)46 of 60

Correlation from a conditional interval

Let (X,Y)(X,Y) be a random vector having the bivariate normal distribution with E(X)=2E(X)=2, E(Y)=10E(Y)=10, Var⁡(X)=9\operatorname{Var}(X)=9, Var⁡(Y)=25\operatorname{Var}(Y)=25, and the correlation coefficient between XX and YY equals ρ>0\rho>0. If P(4<Y<16∣X=2)=0.8664P(4<Y<16\mid X=2)=0.8664, then ρ\rho equals __________ (rounded off to two decimal places) [You may use Φ(1.5)=0.9332\Phi(1.5)=0.9332, Φ(2)=0.9772\Phi(2)=0.9772]

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