We have found out that the proof of Lemma 3 of Das and Dey (2010) is using an ad-hoc transformation which is motivated by a univariate equivalent transformation. In this paper, we show that this transformation does not lead us to the desired result. A logical and suitable transformation is introduced; see Lemma 3.1 below, which reach us to target. The paper is organized as follows. In Section 2, we present some useful preliminary aspects. In Section 3, we discuss the main results of this note correcting Lemma 3 of Das and Dey (2010), by two approaches.