As the question says, is it possible to compute the joint PDF of two random variables using their marginal PDFs?
For example, if we let $X$ and $Y$ be Gaussian random variables with known mean, standard deviation and correlation coeffient, we could write their joint PDF by using the bivariate Gaussian PDF, right?
Can we do something like this in general? Or is the example that I provided not always true?
Thank you for your time