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A counterexample is an example that disproves a mathematical conjecture or a purported theorem. For example, the Peterson graph is a counterexample to many seemingly plausible conjectures in Graph Theory.

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Pairwise Gaussian vs Jointly Gaussian (k-wise Gaussian vs n-wise Gaussian)

Another, more general class of examples follows through the construction in "Families of m-Variate distributrions with given margins and m(m-1)/2 Bivariate dependence paramters" by H. Joe 96: The unif …
Steffen Grønneberg's user avatar