The experiment generates a random point \((X, Y)\) from a bivariate normal distribution: \(X\) has mean 0 and standard deviation \(\sigma_x\), \(Y\) as mean 0 and standard deviation \(\sigma_y\), and \((X, Y)\) has correlation \(\rho\). The point is shown graphically as a red dot in the scatterplot. The distribution regression line is shown in blue in the scatterplot and the sample regression line is shown in red. The parameters \(\sigma_x\), \(\sigma_y\), and \(\rho\) can be varied with the input controls.