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Two zero mean Gaussian random variables X1 and X2 have variances respectively; Their covariance is Cx1x2=3. These variables are linearly transformed to new random variables as follows:σ2x1=4 and σ2x2=9The value of covarience CY1Y2 will be_____Y1=X1−2X2 and Y2=3X1+4X2 -66 |
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Answer» Two zero mean Gaussian random variables X1 and X2 have variances respectively; Their covariance is Cx1x2=3. These variables are linearly transformed to new random variables as follows: σ2x1=4 and σ2x2=9 The value of covarience CY1Y2 will be_____ Y1=X1−2X2 and Y2=3X1+4X2
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