客官请听题:话说有两个随机变量,(X\sim N(\mu_1,\sigma_1^2),Y\sim N(\mu_2,\sigma2^2)),而且这两个正态随机变量的相关系数是 (\rho),问,((X, Y)) 的联合分布是什么?
如果你给出的答案是
[\left(\begin{array}{c}X\Y\end{array}\right)\sim N\left(\left(\begin{array}{c}\mu{1}\\mu{2}\end{array}\right),\left(\begin{array}{cc}\sigma{1}^{2}&\rho\sigma{1}\sigma{2}\\rho\sigma{2}\sigma{1}&\sigma_{2}^{2}\end{array}\right)\right)]那么请打开你的R,然后运行一下下面的代码:
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