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Topic: Marginal and Joint Gaussian Densities
Replies: 2   Last Post: Jan 4, 2005 3:52 PM

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Antonio Scattolini

Posts: 13
Registered: 12/6/04
Marginal and Joint Gaussian Densities
Posted: Jan 21, 2002 12:45 PM
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I know that if two random variables have joint gaussian density then they
have marginal gaussian density, but the converse is not necessarily true.
Can anybody show me a simple example in which two random variables have
marginal gaussian densities but not joint gaussian density?

Thanks.



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