Question: Show that the probability density function fXY (x, y; X, Y, X, Y, ) of a bivariate normal distribution integrates to one. [Hint: Complete the

Show that the probability density function fXY (x, y;

X, Y, X, Y, ) of a bivariate normal distribution integrates to one. [Hint: Complete the square in the exponent and use the fact that the integral of a normal probability density function for a single variable is 1.]

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