问题如下:
If X1 and X2 both have univariate normal distributions, is the joint distribution of X1 and X2 a bivariate normal?
选项:
解释:
Not necessarily.
It is possible that the joint is not a bivariate normal if the dependence structure between X1 and X2 is different from what is possible with a normal. The distribution that generated the data points plotted below has normal marginals, but this pattern of dependence is not possible in a normal that always appear elliptical.
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