00:01
We are told that random variables x and y have a bivariate distribution, with the mean of x being 10, the variance of x being 9, the mean of y is 15, and the variance of y 16, and the correlation between x and y is 0.
00:20
For part a, we're asked to find the probability that y is between 13 .6 and 17 .2.
00:36
Now since these two variables have zero correlation, that means that y has no difference.
00:44
On x.
00:47
And so we can treat y as a univariate normal distribution.
00:51
So to solve, let's first express it in terms of cumulative probabilities, it's equal to the probability that y is less than 17 .2, minus the probability that y is at most 13 .6.
01:07
Solve these using excel.
01:09
If we go to excel, start the computation with an equal sign.
01:12
We have two terms, both of which are using the normal distribution function.
01:16
For the first term, the first argument is 17 .2.
01:20
Then we enter the mean, which is 15, standard deviation, which is 4, since the variance is 16...