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learner928
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Anyone know answer to below.
If two random variables X and Y are both marginally normal, and conditional distribution of Y given any value of X is also normal.
Does this automatically mean the conditional distribution of X given any value of Y also has to be normal? or not necessarily.
If two random variables X and Y are both marginally normal, and conditional distribution of Y given any value of X is also normal.
Does this automatically mean the conditional distribution of X given any value of Y also has to be normal? or not necessarily.