Suppose that X 1 , ... , X n have a multivariate normal distribution. Show that X
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Suppose that X1, ... , Xn have a multivariate normal distribution. Show that X1, ... , Xn are independent random variables if and only if
Cov(Xi, Xj) = 0 when i ≠ j
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A multivariate normal distribution is a probability distribution that describes the possi...View the full answer
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