1. Probability theory and mathematical statistics: if the random variables X and Y obey a two-dimensional standard normal distribution and the correlation coefficient between X
1. Probability theory and mathematical statistics: if the random variables X and Y obey a two-dimensional standard normal distribution and the correlation coefficient between X and Y is . If the constants a, b satisfyE[exp (ax + by - NIH (a? + b' +2pab)) =1 , h(x,y) is a binary continuous function. Using the definition of a two-dimensional standard normal distribution and expectation, prove that the following equation holds. Ejh( x + a + pb, y + b + pa)) = E exp |ax + by- (a? + b2 + 2pab) h(x, y)
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