If

Then (

However would I be able to say the density function of (

If true, then if given a multivariate distribution (say

**X**has a multivariate distribution of full rank and Y is the sum of the elements of**X**.Then (

**X**,Y) is a multivariate normal distribution but not of full rank, then as I understand you can not calculate a density function for it.However would I be able to say the density function of (

**X**,Y) is the same as the density function of**X**?If true, then if given a multivariate distribution (say

**X**) not of full rank. Can you obtain its density by looking at the density function of a subset of**X**which is of full rank?
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