Question

For uncorrelated random variables x and y, show that < x'y' > = 0 and thus...

For uncorrelated random variables x and y, show that < x'y' > = 0 and thus <(x'+y')^2> = <x'^2> + <y'^2>, where x'= x-<x> and y' = y - <y>

Homework Answers

Answer #1

It is given that correlation is zero between the variable, so the coefficient of correlation will be zero ,thus covariance is also zero, the required first part is covariance and the second will be solved as

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