It is assumed you have already verified that the J-1 visa holder is within the time limit of being treated as an exempt individual.

Does the dependent child have any income that may otherwise fall within US tax net?  If not, I wouldn't file a F.8843.

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@HOPE2 wrote:

I was wondering if husband has other income like online shop as self-employed (beside W-2 ) where should enter on 1040-NR?

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The presumption is that the husband on J-2 has EAD and he substantially complies with the requirements for being so present pursuant to §7701(b)(5) and §301.7701(b)-3(b)(6) to be treated as an exempt individual.  On that basis, he'll file a F.1040-NR separate from the J-1 spouse.

Although J-2 exempt individuals are generally subject to FICA, §1402(b) specifically excepts from the definition of SE-income such earnings derived by NRA's.

SE-income and employment income are US-ECI, which is subject to graduated rates under §1.  SE-income would be reported on Sch C and Sch 1 before flowing to page 1 of F.1040-NR.