[ishadua]

True. Normal distribution is a way a set of data is distributed. That can never imply independance. Think about a scenario: there is no correlation between growth in sales revenue and growth in website traffic. But that does not mean that the two datasets are independant.

[christopheraden]

Could you clarify this statement? Independence is defined in terms of distributions (the joint distribution can be split up into a product of marginals), so I'm not sure how "the way a set of data is distributed" and "can never imply independence" jive.