G: Joint Distribution of Random Variables

[sauravrt]

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

Saurav

 

[mathman]

Joint distribution functions can always be defined. In case of independent random variables, the joint distribution is simply the product of the individual distributions.

 

[sauravrt]

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

 

[statdad]

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.