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Is there a pdf for bivariate lognormal distribution? Suppose there are 2 random variable $X_1$ and $X_2$ with standard normal distribution, how would the pdf of a bivariate lognormal distribution look like?

Thanks!

  • 1
    If $X_1$, $X_2$ are normally distributed, why would you expect their joint distribution to be a bivariate lognormal distribution?2012-10-19

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