Both marginals are N(0,1) but X + Y is 0 half the time — not normal, so the pair is not jointly normal.
Counterexample bank
Part C is won by knowing which tempting claims are false. 148 counterexamples; 85 free. The rest come with the Notes pack.
AllODEPDEabeliananalyticityanovabairecalculus of variationscanonical formscauchy-riemanncompactnesscompletenesscomplexconformalconnectednesscontinuitycontour integrationconvergencedifferentiationdistributionsfieldsfixed pointgaloisgreengroupsharmonicinjectivityintegral equationsintegrationlaurentlimsuplinear algebraliouvillelpmarkovmeasuremechanicsmetric spacesmultivariablemultivariatenumericalp-groupspermutationspolynomialspower seriesprobabilityquadratic formsreal analysisregressionresiduesringssamplingseparabilityseparationsequencesseriessingularitiesstabilitystatisticssylowtestingtopologyuniform convergencewronskianzeros
#1 · Probability & Statistics › Linear Models and Multivariate
“If every marginal is normal then the vector is multivariate normal” — false
Counterexample: X ~ N(0,1) and Y = εX with ε = ±1 independent
statisticsmultivariate