Question: Assume that x is bivariate Gaussian with zero mean vector and covariance matrix of po 102 po 102 Let a T C and define

Assume that x is bivariate Gaussian with zero mean vector and covariance

Assume that x is bivariate Gaussian with zero mean vector and covariance matrix of po 102 po 102 Let a T C and define y = T-lx. Find T so that Kyy is diagonal. %3D

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