# which variance is smaller , bivariate gaussian

by alexprice   Last Updated July 12, 2019 10:20 AM - source

Given X,Y bivariate normal with correlation $$\rho$$ and 0 means, K>0 , which variance is smaller:

$$Var(Y1_{X<=K})$$ or $$Var(Y1_{X>K})$$ ?

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