(Choose 1 answer)
(See picture)
A. (ii)
B. (iii)
C. (iv)
D. (i)
Let W = [XY]T be a 2-dimensional random variable with normal distribution W = Ν(μ,Σ), in which
μ = [01], Σ = [ 2]
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) = 1 x2 2 (y-1)2e 2 4
2π√2
an tot ni
E20
