Let f (x1, x2) denote the p d f of the bivariate normal distribution specified by Eq (5 10 2), and let k be a constant such that 0 k 1 2(1 2)1 212 Show that the points (X1, X2) such that f (X1, X2) k lie on a circle if 0 and 1 2, and these points lie on an ellipse otherwise ...

Let a 1 and a 2 be as defined in Exercise 8 If fx 1 x 2 k then a 2 1 2a 1 a 2 a 2 2 b 2 where b is a ...

Let f (x1, x2) denote the p.d.f. of the bivariate normal distribution specified by Eq. (5.10.2), and

Question:

Let f (x1, x2) denote the p.d.f. of the bivariate normal specified by Eq. (5.10.2), and let k be a constant such that
0 < k < 1/2π(1− ρ2)1/2σ1σ2.
Show that the points (X1, X2) such that f (X1, X2) = k lie on a circle if ρ = 0 and σ1= σ2, and these points lie on an ellipse otherwise.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...