关于二维正态分布的一个教学注记

A Note on Two Dimensional Normal Distribution

利用二维正态分布定义中的一个基本事实,简单地说明了两个正态分布的联合分布不一定是二维正态分布,指出了教材中一个性质的不足之处。

By using a basic fact in the definition of two-dimensional normal distribution, it is simple to show that the joint distribution of the two normal distributions is not necessarily a two-dimensional normal distribution,pofnted out the deficiency of a property in the textbooks.