Categories
Ask Mathematics

if two random variables are jointly Gaussian, does that mean they are Gaussian individually? or vice-versa?

I am new into the term of jointly Gaussian. I was wondering, suppose X and Y are two random variables having a Gaussian distribution. My question is whether they will be jointly Gaussian?

Or in the opposite sense, if (X,Y) is jointly Gaussian, does that mean X and Y both have Gaussian distribution?

What is the actual relation in these two case? Thank you.

Leave a Reply

Your email address will not be published. Required fields are marked *