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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?


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If $X_1$, $X_2$ are normally distributed, why would you expect their joint distribution to be a bivariate lognormal distribution? –  fgp Oct 19 '12 at 9:50

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