F
forza_bologna
Member
In chapter 5, at page 47, when speaking about the properties of maximum likelihood estimators of a time-homogenous Markov jump process, it says: "the components are uncorrelated and so independent (being Normal)".
I understand this as: if two random variable are normally distributed and are uncorrelated, they must be independent.
Can somebody explain me this (why two normal and uncorrelated components are independent)?
I understand this as: if two random variable are normally distributed and are uncorrelated, they must be independent.
Can somebody explain me this (why two normal and uncorrelated components are independent)?