On Fri, 13 Apr 2001 15:50:55 -0500, Charles Metz <[EMAIL PROTECTED]>
wrote:
><snip> This follows directly
>from the fact that uncorrelated *normal* random variables are
>independent (which can be proven by examining the form of the general
>multivariate normal density function when its covariance matrix is diagonal).
You may need to be more careful with your language here as
"uncorrelated *normal* random variables" do not always need to come
from a multivariate normal or be independent, though it is true that
if they do then they are.
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