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Zero Correlation,Independence, and Normality |
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| Authors: | James D Broffitt |
| Institution: | Department of Statistics and Actuarial Science , University of Iowa , Iowa City , IA , 52242 , USA |
| Abstract: | Two easy classroom examples are given of marginally normal random variables that are dependent but have zero correlation. One example is similar in nature to Anderson's well-known illustration that marginal normality does not imply joint normality. |
| Keywords: | Dependence Stationarity |