Question: Show that two random variables and cannot have a joint normal-gamma distribution such that E() = 0, Var() = 1, E() = 1/2,

Show that two random variables μ and τ cannot have a joint normal-gamma distribution such that E(μ) = 0, Var(μ) = 1, E(τ) = 1/2, and Var(τ ) = 1/4.

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