Homepage Solution manuals Terence Tao Probability Theory Exercise 2.24 (Independence and orthogonality)

Exercise 2.24 (Independence and orthogonality)

Let X be a random variable taking values in Rn with the Gaussian distribution, and let v1,,vm be vectors in Rn. Show that the random variables X v1,,X vm (with denoting the Euclidean inner product) are jointly independent if and only if the v1,,vm are pairwise orthogonal.