I need to draw samples from a bivariate normal distribution. I was told that the means are some $(\mu_1, \mu_2)$ and the std is $\sigma$.
I wasn't given the covariance matrix.
My question is, was I suppose to infer the covariance matrix from this info? How?
Thanks
EDIT:
If we assume the marginal distributions are $(\mu_i, \sigma)$, then would it be correct to say that the covariance matrix of bivariate distribution is $[[\sigma, 0], [[0, \sigma]]$? (+ assuming independence)