Of course not. Notice that the collection objects have methods such as add and remove. These directly imply that the collections can be changed and, therefore, are not immutable. Saying that something is immutable means simply that it CAN NOT be changed after it is created. That is certainly not the case with a collection.
You CAN create immutable collections. The easiest way is by using the class java.util.Collections. There are several static methods (the methods' names start with 'unmodifiable'). The harder way is to create your own class that implements Collection interface or to extend the existing collection classes.