Bivariate

Consider two numerica random variables $X$ and $Y$. We can measure their covariance.

$Cov(X,Y)$

The correlation of two random variables measures the line dependent between $X$ and $Y$

$Cor(X,Y)=\rho ={\frac {Cov(X,Y)}{sd(X)sd(Y)}}$

Bivariate Normal

Scatterplots of bivariate normal distribution

The bivariate normal is one special type of continuous random variable.