I actually tried that approach, but it's not quite clear cut.
I am not sure how to put TeX into these forums, but the PDF of the bivariate normal density can be found in this link: http://mathworld.wolfram.com/BivariateNormalDistribution.html
Do you have any advice on how to find E[XY] with...
I apologize, that was indeed what I meant by my integral. There is also an e^(-xy) term in the bivariate normal density, do you think it's still possible without transforming the integral to polar coordinates?
And thank you for the reply.
My main difficulty is finding E(XY), where if we find it by integrating, we get ∫xy f(x,y) dy dx where f(x,y) is the bivariate normal density function. This integral is a nightmare... are there any tricks to evaluating this integral, or finding E(XY) for that matter?