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9. A student was investigating from a large sample whether variables Y1 and Y2 follow a...

9. A student was investigating from a large sample whether variables Y1 and Y2 follow a bivariate normal distribution. The student obtained the residuals when regressing Y1 on Y2, and also obtained the residuals when regressing Y2 on Y1, and then prepared a normal probability plot for each set of residuals. Do these two normal probability plots provide sufficient information for determining whether the two variables follow a bivariate normal distribution? Explain

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Answer #1

No.

The probability plot for residuals provides information about whether the residuals are normally distributed or not (for each data set separately). We can not determine whether the concerned variables follow a bivariate normal distribution or not only by probability plot.

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