Question: 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

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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