Question: Answer well 1. A bivariate normal random vector (X1, X2)' is defined by X1 = M1 + 01 2 (1) X2 = 12 + 02

Answer well

1. A bivariate normal random vector (X1, X2)' is defined by X1 = M1 + 01 2 (1) X2 = 12 + 02 2 1 - PU2) where U1 and U2 are independent and standard normal random variables, of and 02 are positive numbers, #1 and /2 are real numbers, and -1

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