Henry wrote:
> 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.
I apologize for my carelessness. Henry is correct, of course.
Charles Metz
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