Let X1 and X2 be independent random variables with EXi =Ui (where U is actually Mu) and Var(Xi) =Sigma^2 where sigma(i)^2 >0 and i=1,2,3.....
Let Y1 = X1 + X2 and Y2 = X1 - X2. Determine py1y2 (where p=Rho), the correlation coefficient of Y1 and Y2. Under what conditions are Y1 and Y2
Once again i dont know where to start
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