on the left the standard one in the middle we said x1 and x2 are positively correlated so what do we expect we expect that there is a lot of mass along the axis where x1 and x2 are both above the mean or both below the mean the mean here is zero so along the main diagonal we expect there to be a lot of mass which is exactly what we see then here we made it even more 0.8 and we'll get even more mass along that main diagonal because whenever one is above average the other one should also be above average below average the other one