題組內容
9. (10%) In a college health fitness program, let X denote the weight in kilograms of a male freshman at the beginning of the program and Y denote the weight change during a semester. Assume X and Y have a bivariate normal distribution with $\mu_X = 75$ and $\mu_Y = 5$, $\sigma_X^2 = 64$, $\sigma_Y^2 = 2.56$ and $\rho = -0.6$. The joint probability density function of a bivariate normal distribution is defined as $$f(x, y) = \frac{1}{2\pi\sigma_X\sigma_Y\sqrt{1-\rho^2}} \exp\left(-\frac{q(x, y)}{2}\right)$$ where $q(x, y) = \frac{1}{1-\rho^2} \left[ \left(\frac{x-\mu_X}{\sigma_X}\right)^2 - 2\rho \left(\frac{x-\mu_X}{\sigma_X}\right) \left(\frac{y-\mu_Y}{\sigma_Y}\right) + \left(\frac{x-\mu_Y}{\sigma_Y}\right)^2 \right]$.
(a) Derive the marginal pdf of \( Y \) and find \( P[2.5 \leq Y \leq 6.5] \). [A detailed derivation is required.]