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7.54. Suppose that X1,..., X, have a multivariate normal distribution. Show that X1,..., X, are independent ran- dom variables if and only if Cov(Xi,X;)=0
7.54. Suppose that X1,..., X, have a multivariate normal distribution. Show that X1,..., X, are independent ran- dom variables if and only if Cov(Xi,X;)=0 when i #j
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
