Question: 10.1 Consider a two-dimensional density function proportional to exp (2x 2 + 2x + 1/2 + 2x y + 8y2 ) . (a)

10.1 Consider a two-dimensional density function proportional to exp −(2x 2 + 2x + 1/2 + 2x y + 8y2 ) .

(a) Find m1, m2, σ1, σ2, ρ, λi j .

(b) Write the correctly normalized density function.

(c) Make a linear non-singular transformation such that the new variables are uncorrelated. Write the density function in terms of these new variables.

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