The classicist Mary Beard wrote a book called Laughter in Ancient Rome (Berkeley, CA: University of California Press, 2014), an explanation of comedy as the Ancient Romans saw it. I also found an article where she discusses some of her research here.

The relevant section from the article that answer your question is here:

"The first emperor, Augustus, even managed to stomach jokes about that touchiest of Roman topics, his own paternity. Told that some young man from the provinces was in Rome who was his own spitting image, the emperor had him tracked down. 'Tell me,' Augustus asked, ' did your mother ever come to Rome?' (Few members of the Roman elite would have batted an eyelid at the idea of some grand paterfamilias impregnating a passive provincial woman). 'No,' retorted the guy, ' but my father did, often.'"

In other words, in this anecdote, Augustus starts by joking with the man that the man's mother was unfaithful and his father was a cuckhold, and the man turns the tables by cheekily implying that, no, it was the emperor's mother who was unfaithful and whose father was a cuckhold. This also illustrates the importance of comedy in a politicians' public life - Augustus liked to cast himself as someone with a "common touch" who was able to "be a sport when it came to taking a joke," and anecdotes like this (whether they actually happened or not) helped underscore this image.