Distributionshard
0:00.0

Let (X,Y)T(X, Y)^T follow a bivariate normal distribution with mean vector [0,0]T[0, 0]^T and covariance matrix (1ρρ1)\begin{pmatrix} 1 & \rho \\ \rho & 1 \end{pmatrix}. Find the probability P(X>0,Y>0)P(X > 0, Y > 0).