Let's say I have two variables, X1 and X2. Both are normally distributed with mean 0 and variance 1. However the covariance is 0.1. How would I go about calculating the joint probability P(X1 Intersection X2)?
Let's say I have two variables, X1 and X2. Both are normally distributed with mean 0 and variance 1. However the covariance is 0.1. How would I go about calculating the joint probability P(X1 Intersection X2)?