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You have to assume that the one-dimensional marginals are Gaussian for otherwise the statement is not correct.
by asdkashdkjashd 11y ago
You have to assume that the one-dimensional marginals are Gaussian for otherwise the statement is not correct.
- darkmighty 11y agoHmm I'm not sure I get your point. I'm trying to prove that the joint pdf of N iid RV's is isotropic if and only if the RV's are gaussian. If I assume the pdfs are gaussian in the first place the proof isn't valid?
- asdkashdkjashd 11y agoOh, I see. I thought you were trying to prove something different.