{\displaystyle {\boldsymbol {\mu }}={\begin{pmatrix}\mu _{X}\\\mu _{Y}\end{pmatrix}},\quad {\boldsymbol {\Sigma }}={\begin{pmatrix}\sigma _{X}^{2}&\rho \sigma _{X}\sigma _{Y}\\\rho \sigma _{X}\sigma _{Y}&\sigma _{Y}^{2}\end{pmatrix}}.}