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Math Help - bivariate normal function

  1. #1
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    bivariate normal function

    I'm trying to show that if \rho = 0 on the bivariate normal, X and Y are independent. My approach is to show  f(x, y)=f_{X}(x)  f_{Y}(y)
    Then f_{X}(x) = \int_{-\infty}^{\infty}{f(x, y) \ dy} and same for f_{Y}(y)
    Can someone tell me if this approach works? Thanks!
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  2. #2
    MHF Contributor matheagle's Avatar
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    The fact that the joint density factors is sufficient.
    BUT, if you wish to integrate out y and obtain the density of X, do it.
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