Consider a GARCH(p,q) mode (Basic Gibbs). Suppose we wish to obtain samples from a bivariate normal distribution, (d) How can you use the results of part (c) to obtain a pseudo random sample of n...

Consider a GARCH(p,q) mode

(Basic Gibbs). Suppose we wish to obtain samples from a bivariate normal distribution,

(d) How can you use the results of part (c) to obtain a pseudo random sample of n bivariate normals using only pseudo samples from a univariate normal distribution? How does the value of θ affect the procedure?