Bivariate Normal Distributions f(x,y) -- FIVE distributions -- Joint, Two marginals and Two conditionals. How to derive all of them. How to use them in Bayesian calculations.
One additional factor enters into the Bivariate Density. That is the COVARIANCE between two random variables.
Chapters 8,9 of Freedman Pisani and Purves Statistics are about Correlation, and More About Correlation. Intensely PRACTICAL application of Bivariate Normal Theory to real world data.
Polar Coordinate Representation of Bivariate Norma - Does the polar math very quickly five minutes YouTube Lecture
BE L13 Bivariate Normal Distribution - Joint, Conditional, Marginal and other properties of Bivariate Normal Distributions 1hr30min Youtube