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A=\left(\begin{array}{cc}1 & 0 \\ \rho & \sqrt{1-\rho^2}\end{array}\right).png&_sm_nck=1
f({\bf x}|{\bf \theta})=\displaystyle\frac{1}{2\pi^{n/2}\{\det(\Sigma)\}^{1/2}}\exp\left\{-\frac{1}{2}\ ^t({\bf x}-{\bf \mu})\Sigma^{-1}({\bf x}-{\bf \mu})\right\}
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X^{(j+1)}_2\sim N(\rho x_1^{(j)}, 1-\rho^2)\\
X_1^{(j+1)}\sim N(\rho x_2^{(j+1)}, 1-\rho^2).png&_sm_nck=1
Z= \ ^t(Z_1, Z_2)\sim N_2(0, I_2).png&_sm_nck=1
u_{z}(a+\rho,0)\sim \frac{16}{3K}K_{\rm I}\sqrt{\frac{\rho}{2\pi}}