Bivariate distributions, subject to a condition of φ2 boundedness to be defined later, can be written in a canonical form. Sarmanov [4] used such a form to deduce that two random variables are independent if and only if the maximal correlation of any square summable function, ξ (x1), of the first variable with any square summable function, η(x2), of the second variable is zero. This is equivalent to the condition that the canonical correlations are all zero. The theorem of Sarmanov [4] was proved without any restriction in Lancaster [2] and the proof is now extended to an arbitrary number of dimensions.