1;Z 2 ˘N(0;1), which we will use to build a general bivariate normal distribution.. f(z 1;z 2) = 1 2ˇ exp 1 2 (z2 1 + z 2 2) We want to transform these unit normal distributions to have the follow arbitrary parameters: X; Y;˙ X;˙ Y;ˆ X = ˙ XZ 1 + X Y = ˙ Y [ˆZ 1 + p 1 ˆ2Z 2] + Y Statistics 104 (Colin Rundel) Lecture 22 April 11, 2012 1 / 22 6.5 Conditional Distributions General ...
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