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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 […]