Can I claim that a degenerate random variable is jointly Gaussian with any Gaussian random variable since the linear combination of a constant with any Gaussian is always Gaussian?
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Yes, you can, according usual conventions. – Kavi Rama Murthy Apr 22 '20 at 12:56
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Yes, that would have a degenerate Gaussian distribution. – StubbornAtom Apr 22 '20 at 15:26