(Choose 1 answer)
(See picture)
A. (i)
B. (ii)
C. (iii)
D. (iv)
Let W = [XY]T be a 2-dimensional random variable with normal distribution W = Ν(μ,Σ), in which μ = [01], Σ = [21]
Find the formula for the probability density function p(x,y) of W.
(i) p(x,y) = 1 2π/2 (x-1)2 y2 2 4 e
(ii) p(x,y) = 1 2π/2 (x-1)2 y2 4 2 e
(iii) p(x,y) = 1 2π/2 x² (y-1)242e
(iv) p(x,y) = 2 1 x2 (y-1)224
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