Question: If the r.v.s X and Y have the Bivariate Normal distribution with parameters (1, (2 in (, 0 And show that the r.v.s U and

If the r.v.s X and Y have the Bivariate Normal with parameters (1, (2 in (, 0

And show that the r.v.s U and V have the Bivariate Normal distribution with parameters 0, 0, 1, 1 and (, by transforming the joint p.d.f. of X and Y into the joint p.d.f. U and V?

Y-112 X-141 and V- 2 I

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