A joint 2D Gaussian density has m1 = 2 , m2 = 1,σ1^2 = and σ2^2 =9.
(a) Plot the density function for ρ = 0.5 in xi = [mi - 3σi :σi /10 : mi + 3σi ]
(i = 1,2) .
(b) For ρ = -0.99, -0.6, 0, 0.6, 0.99, plot the contours of p(X ) / p(M) = 0.5.
[Use the MATLAB commands "mesh" for (a) and "contour" for (b).]