Figures 2.3 and 2.4 represent all the pairs (x, y) for which the pdf is less or
equal a given specified constant K1. The locus of constant value is an ellipse
with the axis parallel to the x and y coordinates when ρ = 0, i.e., when the
random variables X and Y are uncorrelated. When ρ 6= 0 the ellipse axis are not
parallel with the x and y axis. The center of the ellipse coincides in all cases with
(mX, mY ).