NO.PZ2020010304000008
问题如下：
If X1 and X2 both have univariate normal distributions, is the joint distribution of X1 and X2 a bivariate normal?
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.
“两个变量各自服从正态分布，这两个变量的联合分布不一定服从正态分布，得有前提条件就是它们是互相独立的或者相关性为0（事实上相关性为0就可以了，互相独立的条件更强）。”老师好，这里的“事实上相关性为0就可以了”是指p，也就是无线性关系就行？
