Question

Prove that uncorrelated gaussian random process is independant

Answer 1

☆☆rasnhsangwan☆☆


In probability theory and statistics, two real-valued random variables, X,Y, are said to be uncorrelated if their covariance, E(XY) − E(X)E(Y), is zero. A set of two or more random variables is called uncorrelated if each pair of them are uncorrelated. ... However, not all uncorrelated variables are independent.