If variables with a multivariate normal distribution have covariances that equal zero, then A)the correlation will most often be zero, but does not have to be. B)the variables are independent. C)you should use the χ² distribution to calculate probabilities. D)the marginal distribution of each of the variables is no longer normal.

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If variables with a multivariate normal distribution have covariances that equal zero, then the variables are independent. This is the definition of independence, which means that knowing the value of one variable does not give information about the value of another variable.

If Variables with a Multivariate Normal Distribution Have Covariances That