Question: Suppose that (Xi, Yi), i = 1, . . . , n, form a random sample of size n from the bivariate normal distribution with

Suppose that (Xi, Yi), i = 1, . . . , n, form a random sample of size n from the bivariate normal with means Î¼1 and Î¼2, variances Ïƒ21 and Ïƒ22 , and correlation Ï, and let
denote their M.L.E.€™s Also, let denote the M.L.E. of Î²2 in the regression of Y
on X. Show that

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