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Let X and Y be jointly Gaussian random variables with pdf √7−(x²+4y²_3xy+3y-2x+1)/2 fxy(x, y) = 4π e for all x, y. Find
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Let X and Y be jointly Gaussian random variables with pdf √7−(x²+4y²_3xy+3y-2x+1)/2 fxy(x, y) = 4π e for all x, y. Find
Let X and Y be jointly Gaussian random variables with pdf √7−(x²+4y²_3xy+3y-2x+1)/2 fxy(x, y) = 4π e for all x, y. Find E[X], E[Y], VAR[X], VAR[Y], and COV(X, Y). Hint: Start by finding the means of X, Y noting that the joint density function always peaks at (ux, uy). Then compare the form of the density function to the general form of the density function of jointly Gaussian random variables to determine all the parameters.