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n jointly normal variables have mean 0, variance 1 and covariance 1/2 between every pair. Given only a generator of independent standard normals, how do you simulate them?

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Given two independent standard normal variables, construct two random variables that each have variance 1 and correlation rho with each other.X1 and X2 are jointly normal, each with mean 0 and variance 1, and their covariance is 0.5. You observe x1 = 0.5. What is your estimate of x2, and what is a 95% interval for it?

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