G: Joint Distribution of Random Variables

sauravrt
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Are any two (or n) random variables always jointly distributed in some sense?
When will two RV's be non jointly distributed?

Saurav
 
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Joint distribution functions can always be defined. In case of independent random variables, the joint distribution is simply the product of the individual distributions.
 
mathman, thanks for the reply.
So if there are two normal random variables, the a bivariate normal distribution is always defined between them?

If I have random variables, each with different distribution, even so it is possible to find a joint distribution between them?

Saurav
 
sauravrt said:
mathman, thanks for the reply.
So if there are two normal random variables, the a bivariate normal distribution is always defined between them?

If I have random variables, each with different distribution, even so it is possible to find a joint distribution between them?

Saurav

Yes, to both questions.
 
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