Question: Exercise 7.35 If X and Y have the bivariate normal distribution with parameters 1, 2, 1, 2, (see (6.76)), show that cov(X, Y) =

Exercise 7.35 If X and Y have the bivariate normal distribution with parameters μ1, μ2, σ1, σ2, ρ (see

(6.76)), show that cov(X, Y) = ρσ1σ2 and ρ(X, Y ) = ρ.

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