5. X is bivariate Gaussian with = - [oo] and C₁ -[] "X Find the transformation Y=XA' such that the component of Y are uncorrelated. Y=[yı y2].

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter9: Multivariable Calculus
Section9.2: Partial Derivatives
Problem 28E
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3. X is bivariate Gaussian with μx = [00] and
[oo]
31
C₁ =
c. - [ ]
n
Find the
transformation Y=XA' such that the component of Y are uncorrelated.
Y=[yı y2].
Transcribed Image Text:3. X is bivariate Gaussian with μx = [00] and [oo] 31 C₁ = c. - [ ] n Find the transformation Y=XA' such that the component of Y are uncorrelated. Y=[yı y2].
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