Question: Let (X,Y) be a bivariate normal random variable with m x = m 2 = 0 and a? = a* = 1. Show that (a)

Let (X,Y) be a bivariate normal random variable with m x = m 2 = 0 and a? = a* = 1.

Show that

(a) P(X0, Y 0) = P(X 0, Y 0) 1 + sin-'

(a) P(X0, Y 0) = P(X 0, Y 0) 1 + sin-' p 2TT (b) P(X 0, Y = 0) = P(X = 0, Y 0) 14 1 2T sin-1 p.

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