Q23. Consider random variables Y, and Y. related to arbitrary random variables X and Y by the coo nate rotation. Y, = X cos 0 + Y sin 0, Y, =-X sin 0 + Y cos e (i) Find the covariance of Y,, Y, and Cy,Y, 13

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Q23. Consider random variables Y, and Y. related to arbitrary random variables x and Y by the coor
nate rotation. Y, = X cos 0 + Y sin 0, Y, = -X sin 0 + Y cos 0
2
%3D
%3D
6.
(i)
Find the covariance of Y,, Y, and CyY,
Transcribed Image Text:Q23. Consider random variables Y, and Y. related to arbitrary random variables x and Y by the coor nate rotation. Y, = X cos 0 + Y sin 0, Y, = -X sin 0 + Y cos 0 2 %3D %3D 6. (i) Find the covariance of Y,, Y, and CyY,
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