Knowing that the correlation coefficients of their corresponding two-dimensional random variables are-1/3 and 1/3 respectively, and the mathematical expectation of their edge density functions is 0 and the variance is 1', we can write the density functions n (0 x, y) of φ/kloc-0 and φ 2 (x, y). 0, 1; -1/3) and N(0,1; 0, 1; 1/3), you can write the density function of f(x, y), then calculate the covariance and variance respectively, and then substitute it into the formula of correlation coefficient to get it.