We assume that $\forall a,b$ suchthat $a^2+b^2>0$, $aX+bY$ is continuous random variable.
But we don't assume that $X$ and $Y$ are independent.
My question is the following:
Is it true that the jointly random variable $(X,Y)$ is continuous?
If true,how to show ?if not,please give a counter-example or under which conditions it will be true.
Thanks.