A bivariate normal random vector (X, Y) with V(X) = 2, V(Y) = 3, Cov(X, Y) = alpha does not possess a density function. Then

Q31Section I (Objective (Q1–Q80))31 of 80

Probability — singularity condition for a bivariate normal density

A bivariate normal random vector $(X, Y)$ with $V(X) = 2$ , $V(Y) = 3$ , $\mathrm{Cov}(X, Y) = \alpha$ does not possess a density function. Then

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