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Mathematics Qualifying Exam Question Bank

Department of Mathematics

Question

Math 6010 • Linear Models

Fall 2008 • Question 9

Question

Math 6010 • Linear Models Fall 2008 • Question 9

Construct two random variables \(X\) and \(Y\) such that:

(a) \(X\) is \(N(0,1)\),

(b) \(Y\) is \(N(0,1)\), and

(c) \((X,Y)\) is not a Gaussian random vector.

Raw LaTeX

Construct two random variables \(X\) and \(Y\) such that:

(a) \(X\) is \(\N(0,1)\),

(b) \(Y\) is \(\N(0,1)\), and

(c) \((X,Y)\) is not a Gaussian random vector.

Topic Tags

Measure-Theoretic Probability Uniform Integrability and Truncation Methods