Question: Refer to image. Please write using R code. Problem 3 . Suppose that ( x , Y ) follows a bivariate normal distribution with a
Refer to image. Please write using R code. Problem Suppose that follows a bivariate normal distribution with a joint density
exp
where and correlation
a Write code for a D plot of vs over the grid points grid.
by for and grid. by for
b To sample from this joint distribution, one can use the following algorithm:
i generate from its marginal distribution ;
ii generate given from a conditional density
Use this algorithm to generate pairs of random values from this joint
distribution.
c Based on the pairs of random values, calculate the sample correlation coefficient
between the and samples and also evaluate the following probabilities:
c
c
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