A Note On Bivariate Distributions That Are Conditionally Normal

 
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Author
Gelman, Andrew
Published Version
https://doi.org/10.2307/2684374
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Citation
Gelman, Andrew and Xiao-Li Meng. 1991. A note on bivariate distributions that are conditionally normal. The American Statistician 45(2): 125-126.
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.
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http://nrs.harvard.edu/urn-3:HUL.InstRepos:5024665

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