On a~property of the correlation coefficient
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 3, pp. 562-563

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Let (4) be a two-dimensional density function, then the correlation coefficient between $\xi$ and $\eta$ is equal zero, if and only if they are independent.
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     author = {O. V. Sarmanov},
     title = {On a~property of the correlation coefficient},
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     year = {1970},
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O. V. Sarmanov. On a~property of the correlation coefficient. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 3, pp. 562-563. http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a16/