Question: If X and Y have a bivariate normal distribution with joint probability density fXY (x, y; X, Y, X, Y, p), show that the correlation

If X and Y have a bivariate normal with joint probability density fXY (x, y; σX, σY, μX, μY, p), show that the correlation between X and Y is p. [Hint: Complete the square in the exponent].

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