Two random variables are jointly Gaussian with means of μX=2, μY=-3 variances of σ2X=1, σ2Y=4, and a covariance of Cov(X,Y)= -1.
(a) Write the form of the joint PDF of these jointly Gaussian random variables.
(b) Find the marginal PDFs fX(x) and fY(y).
(c) Find Pr(X<0) and Pr(Y>0) and write both in terms of Q-functions.