X and Y are two random variables with variances o? and o,? respectively and r is the coefficient of correlation bėtween them. If U = X + kY and V = X+ Y. Find the Oy value of k so that U and V are uncorrelated.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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3 X and Y are two random variables with variances o,? and
X,
0,? respectively and r is the coefficient of correlation
2
bėtween them. If U = X+ kY and V= X +
Y. Find the
||
vaļue of k so that U and V are uncorrelated.
Transcribed Image Text:3 X and Y are two random variables with variances o,? and X, 0,? respectively and r is the coefficient of correlation 2 bėtween them. If U = X+ kY and V= X + Y. Find the || vaļue of k so that U and V are uncorrelated.
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