Zero Correlation, Independence, and Normality

Authors
Broffitt, James D.
Citation
D. Broffitt, James, Zero Correlation, Independence, and Normality, American statistician , 40(4), 1986, pp. 276-277
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
40
Issue
4
Year of publication
1986
Pages
276 - 277
Database
ACNP
SICI code
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.