I read in a textbook that when two gaussian variables are uncorrelated, then they are statistically independent? How can I prove that?
2026-04-01 09:53:48.1775037228
If two Gaussian random variables are uncorrelated, they are statistically independent
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If $X$ and $Y$ are jointly gaussian, and uncorrelated, you can show that $$f_{XY}(x,y) = f_X(x)f_Y(y);$$ this assures independence.