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Bridgeport |
Example X and Y are Gaussian R.V., but (X,Y) is not.  23.01.2008, 22:05 |
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17/04/06
256
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Privetstvuu!
I am looking for an example such that X and Y are Gaussian random variables., but (X,Y) is not Gaussian vector.
Is is possible at all?
Spasibo!
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Mikhail Sokolov |
23.01.2008, 23:21 |
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10/01/07
285
Санкт-Петербург
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Yes, it is possible. See e.g. the book:
Stoyanov J. Counterexamples in probability. Wiley, 1997. (clause 10.1).
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Bridgeport |
24.01.2008, 01:03 |
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17/04/06
256
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Ura, Nashel!
Ogromnoe spasibo!
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Модераторы: Модераторы Математики, Супермодераторы
