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Use the MATLAB random function to generate a large number of samples generated according to a Gaussian distribution. Let A be the even A = {the sample is greater than 1.5}.
Of those samples that are members of the event A, what proportion is greater than 2? By computing this proportion, you will have estimated the conditional probability Pr(X.2|X>1.5).
Calculate the exact conditional probability analytically and compare it with the numerical results obtained through your MATLAB program.
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