Solution: Suppose that the joint p.d.f. of two random
Chapter 5, Problem 13(choose chapter or problem)
Suppose that the joint p.d.f. of two random variables X and Y is proportional, as a function of (x, y), to exp [ax2 + by2 + cxy + ex + gy + h] , where a > 0, b > 0, and c, e, g, and h are all constants. Assume that ab > (c/2)2. Prove that X and Y have a bivariate normal distribution, and find the means, variances, and correlation.
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