Sign up ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

I have two random variables $X$ and $Y$. Both are distributed according to $N(0,1)$. If their covariance is 0, are they independent?

I know that this is not true for other distributions, say the Wikipedia example: $X$ chosen uniformly in $[-1,1]$ and $Y=X^2$.

share|cite|improve this question

1 Answer 1

up vote 5 down vote accepted

share|cite|improve this answer
Thanks for the quick response. – user915 Feb 10 '11 at 3:17

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.