Let X and Y be two jointly normal random variables with X N(X,X), Y N(

Let X and Y be two jointly normal random variables with X ∼ N(μX,σX), Y ∼ N(μ_Y, σ_Y), and ρ(X, Y) = ρ. Show that the above PDF formula for PDF of [X Y] is the same as f_X,Y (x, y) given in Definition 5.4 in Section 5.3.2. That is,

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