问题如下:
If X1 and X2 are independent, and both have univariate normal distributions, is the joint distribution of X1 and X2 a bivariate normal?
选项:
解释:
It would be if these are independent, because this is a bivariate normal with 0 correlation.
这道题会有具体的例子吗? 或者怎么推出来的呢?