申論題

1. (25%) If z follows a normal distribution, i.e., z~ND, its probability density and cumulative distribution functions are

and

respectively. If follows a bivariate normal distribution, ie,,

the corresponding probability density and cumulative distribution functions are and

respectively.

(a) (10%) Given,express x= az₁+β and γ=yz₁ +δz₂+εte such that What are a, β, γ, δ, and ε?