# Correlated random variables

Tags: correlated, random, variables
 P: 21 I have two independent standard normal random variables X1,X2. Now I want to construct two new normal random variables Y1,Y2 with mean$$\mu$$1, $$\mu$$2 and variance ($$\sigma$$1)^2, ($$\sigma$$2)^2 and correlation $$\rho$$. How do I approach this problem?