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].
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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Question
![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].](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fab1a1587-d50d-4ba9-a864-2608a439d53e%2Fdf7a4eb6-5317-43c1-a87b-eadc4974a329%2Foe2rm6_processed.jpeg&w=3840&q=75)
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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