The rapid growth of the Internet of Things (IoT) necessitates employing privacy-preserving techniques to protect users' sensitive information. Even when user traces are anonymized, statistical matching can be employed to infer sensitive information. In our previous work, we have established the privacy requirements for the case that the user traces are instantiations of discrete random variables and the adversary knows only the structure of the dependency graph, i.e., whether each pair of users is connected. In this paper, we consider the case where data traces are instantiations of Gaussian random variables and the adversary knows not only the structure of the graph but also the pairwise correlation coefficients. We establish the requirements on anonymization to thwart such statistical matching, which demonstrate the significant degree to which knowledge of the pairwise correlation coefficients further significantly aids the adversary in breaking user anonymity.