Suppose two random variables x and y are both zero mean and, Basic Statistics

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Suppose two random variables x and y are both zero mean and

Suppose two random variables X and Y are both zero mean and unit variance. Furthermore, assume they have a correlation coefficient of P . Two new random variables are formed according to:

W = aX + bY,

Z = cX + dY.

Determine under what conditions on the constants a, b, c and d the random variables W and Z are uncorrelated.

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Basic Statistics: Suppose two random variables x and y are both zero mean and

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Basic Statistics: Suppose two random variables x and y are both zero mean and

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