MultinormalDistribution Question

*To*: mathgroup at smc.vnet.net*Subject*: [mg120153] MultinormalDistribution Question*From*: Steve <s123 at epix.net>*Date*: Sun, 10 Jul 2011 05:01:17 -0400 (EDT)

Hello, Can someone help me with this ? I have 2 normal distributions; dist1 describes x and dist2 describes y. Each are fully defined and are correlated to one another by the correlation coefficient. How can I detemine the mean and standard deviation of the expected normal distribution that is associated with a given x value from dist1 ? An example: mean1 = 5.8 sigma1 =0 .2 mean2 = 5.3 sigma2 = 0.2 Correlation Coefficient, rho = 0.6 Given an x value of 6.3 (from dist1) what is the corresponding mean and standard deviation of y ? I can view the combined density function from the following: Mu = {mean1, mean2} CapSigma = {{sigma1^2, rho*sigma1*sigma2} , {rho, rho*sigma1*sigma2} dist = MultinormalDistribution[Mu,CapSigma] pdf = PDF[dist,{x,y}] plot1 = Plot3D[pdf, {x,4,7},{y,4,7}, PlotRange->All] but can't see how to determine the mean and the standard deviation of y for a given value of x, like 6.3 Any help would be appreciated. Thanks, --Steve

**Follow-Ups**:**Re: MultinormalDistribution Question***From:*Tomas Garza <tgarza10@msn.com>

**Re: MultinormalDistribution Question***From:*Barrie Stokes <Barrie.Stokes@newcastle.edu.au>

**Re: MultinormalDistribution Question***From:*Andrzej Kozlowski <akoz@mimuw.edu.pl>