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Q114Section III (Statistics)114 of 145

Y∣X=5Y\mid X=5 has mean 10 and s.d. 51−ρ25\sqrt{1-\rho^2}; the sign of ρ\rho is not identified

Given (X,Y)∼N2(5,10,1,25,ρ)(X,Y)\sim N_2(5,10,1,25,\rho) and P[4<Y<16∣X=5]=0.954P[4<Y<16\mid X=5]=0.954, then ρ\rho is equal to (it is given that 12π∫02e−z2/2dz=0.477\frac1{\sqrt{2\pi}}\int_0^2e^{-z^2/2}dz=0.477):

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