the change in the standard deviations σX and σY has independent effects in each
of the components. For example, in Figure 2.1-d) the spread around the mean is
greater along the x coordinate. Moreover, the locus of constant value of the pdf
is an ellipse with its axis parallel to the x and y axis. This ellipse has equal axis
length, i.e, is a circumference, when both random variables, X and Y have the
same standard deviation, σX = sigmaY .
the change in the standard deviations σX and σY has independent effects in eachof the components. For example, in Figure 2.1-d) the spread around the mean isgreater along the x coordinate. Moreover, the locus of constant value of the pdfis an ellipse with its axis parallel to the x and y axis. This ellipse has equal axislength, i.e, is a circumference, when both random variables, X and Y have thesame standard deviation, σX = sigmaY .
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