Let X and Y be zero- mean, unit- variance Gaussian random variables with correlation coefficient, . Suppose
Question:
U= aX+ bY,
V= cX+ dY.
Find constraints on the constants, and such that and are independent.
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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