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Find $C$ such that

$$Ce^{(-4x^2-xy-4y^2)/2}$$

is a joint probability density of a $2$-variable Gaussian.

If someone could give me a jumping off point, or a process as to how to go about this, I'd really appreciate it.

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    How to approach this might depend on what you've seen so far. If you've been given a form of the density function in which the exponent is $-1/2$ times a quadratic polynomial in which the letter $\rho$, for correlation, might have appeared, then the problem would include figuring out what $\rho$ is and what the two variances are. But if you've seen a form of the density that involves matrices, the answer might be expressed differently.2011-11-30

2 Answers 2