A Note on Bivariate Distributions That are Conditionally Normal

Authors
Gelman, Andrew Meng, Xiao-Li
Citation
Gelman, Andrew et Meng, Xiao-li, A Note on Bivariate Distributions That are Conditionally Normal, American statistician , 45(2), 1991, pp. 125-126
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
45
Issue
2
Year of publication
1991
Pages
125 - 126
Database
ACNP
SICI code
Abstract
It is possible for a nonnormal bivariate distribution to have conditional distribution functions that are normal in both directions.This article presents several examples, with graphs, including a counterintuitive bimodal joint density.The graphs simultaneously display the joint density and the conditional density functions, which appear as Gaussian curves in the three-dimensional plots.