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Mar 16, 2022 at 15:50 comment added Statisfun Thanks a lot! I followed your calculations and it matches your results! So they are independent iff rho =0.
Mar 16, 2022 at 15:50 vote accept Statisfun
Oct 31, 2021 at 14:47 review Late answers
Oct 31, 2021 at 14:50
Oct 31, 2021 at 14:36 history edited ladidadadum CC BY-SA 4.0
added more intermediate steps
Oct 31, 2021 at 14:27 history answered ladidadadum CC BY-SA 4.0