... Ψ1=0.62 −0 .56 −0 .56 1.04, Ψ2=1. 85 1.671.67 3.12, Ψ3=0.62 0 .56 0 .56 1.04, Ψ4=1. 85 −1.671.67 3.12,Ψ 5 =3.12 −1.67−1.67 1. 85 , Ψ6=1.04 0 .56 0 .56 0.62, ... vertical bandbetween 0.4 and 2.6 and the horizontal band between 3 and -1 roughly have the same probabilityas the ellipse, namely 95% . Since a univariate Normal has 95% of its probability mass in ... the inner integral becomes −12πe−t∞0=12π; therefore the whole integral is 1. Therefore the product of the integrals of themarginal densities is 1, and since each such marginal integral...