How to combine Probability Distribution Function of Two correlated variables?

I have the probability distribution Functions(PDF) of the wind speeds of two wind sites which have a certain Pearson's correlation coefficient. How can I combine the PDFs of these two sites?

I don't have the time stamped data of these two sites, rather, I only have the distributions and their correlation. Is it possible to estimate their combined distributions with these available information?

Any suggestions regarding what method would probably lead me to what I want will be highly appreciated.