Please help with this distribution problem

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mathmajor13

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Oct 12, 2011
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Say we have X and Y, both of which are independent normal variables of mean zero and variance one. They have joint density
cramster-equation-20111014193396345421758984012967350.gif

What is the distribution of (X,Y)|Z when
cramster-equation-20111014193436345421764321571516166.gif


So my idea is that the answer is e-1/2 chi(0, 2*Z) since f from above =e-z*e-1/2
Is this right? If not, how do you do this?
Thanks!
 
You've posted this exercise three times.

I deleted the two duplicate threads.

Are you having difficulties understanding the web site?
 
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