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Please explain more detail. Thanks 2. Suppose that X1, ..., X, has a multivariate normal distribution. Show that X1, . .., Xn are independent if

Please explain more detail. Thanks

2. Suppose that X1, ..., X, has a multivariate normal distribution. Show that X1, . .., Xn are independent if and only if Cov(X;, X;) = 0 when i # j

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