If variables with a multivariate normal distribution have covariances that equal zero, then

If variables with a multivariate normal distribution have covariances that equal zero, then

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 distribution to calculate probabilities.
D) the marginal distribution of each of the variables is no longer normal.

Answer: B