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I am wondering if I can say two random variables with shared index can have a joint normal distribution. For instance, say $X_i$ is an ability of individual $i$ and $Y_{it}$ is a wage of individual $i$ at time $t$, can $X_i$ and $Y_{it}$ follow joint normal distribution?

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    $\begingroup$ Possibly they can. They would be correlated as the ordinary company appreciate ability of their employee. And the distribution could be normal. But it all depends on the data you have. $\endgroup$ Commented Jun 27, 2020 at 1:31

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Partially answered in comments:

Possibly they can. They would be correlated as the ordinary company appreciate ability of their employee. And the distribution could be normal. But it all depends on the data you have.

– hbadger19042

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