<p>如题，请大家帮忙解答，最好能有过程及一定的讲解，感激不尽</p><p>Let X and Y have a bivariate normal distribution with mean EX=EY=0.<br/>VX=1. VY=2 and correlation coefficient p(xy)=0.5.<br/>What is conditional variance of Y, given X=x?</p>