GATE 2025 ST – Question 23

Multivariate Analysis · Multivariate Normal and Wishart Distributions · 1 mark · Multiple choice

A bivariate normal (X,Y) has means 3,4, variances 25,100 and covariance 50ρ,−1<ρ<1. If E(Y|X=5)=4.32, find ρ.

Show answer and explanation

Correct answer: (A) 0.08

Explanation

The conditional mean is 4+[50ρ/25](5−3)=4+4ρ. Equate to 4.32 to get **ρ=.08, A**.

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