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Where is this said? It is not true, there is no such a relation in common sense.
The bands of signals are limited by different communication standards. From this point of view they are more or less dependent - there is a lot of space in frequency domain on 5 GHz for example, so you can have a wide band, but for 3 MHz carrier you cannot.
This has grown from radiocommunication history - if you take a wide band at lower carrier frequencies you may deny other people to communicate, and might not in the past years to have a narrow band at high carrier frequencies due to unreachable oscillating circuit Q-factor (now this problem is eliminated by digital processing).