Question: Let be a phase angle which is uniformly distributed over (0, 2. Suppose we form two new random variables according X = cos (a)

Let θ be a phase angle which is uniformly distributed over (0, 2π. Suppose we form two new random variables according X = cos (aθ) and Y = sin (aθ) to and for some constant a.
(a) For what values of the constant are the two random variables X and Y orthogonal?
(b) For what values of the constant are the two random variables X and Y uncorrelated?

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a X and Y are orthogonal if E XY 0 E XY E cos a sin a This will be ... View full answer

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