Suppose you have a bivariate normal distribution ${\displaystyle {\vec {x}}\sim N({\vec {\mu }},\Sigma )}$. What is the distribution ${\displaystyle p(x_{1}|x_{2})}$? AnalysisAlgebra (talk) 09:34, 30 April 2013 (UTC)[reply]

There's something about tis at Bivariate_normal_distribution#Conditional_distributions but basically it is a normal distribution, the mean depends on ${\displaystyle x_{2}}$but the standard deviation doesn't. Dmcq (talk) 17:13, 30 April 2013 (UTC)[reply]