Let X 1 ,X 2 ,X 3 ,X 4 be independent r.v.s with variances 1,2,3,4, respectively. Do
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Let X1,X2,X3,X4 be independent r.v.’s with variances 1,2,3,4, respectively. Do you need to know the mean values of X1,X2,X3,X4 in order to compute the correlations of
(a) X1 + X2 and X2+X4;
(b) X1+X2 and X3+X4? Compute the correlations mentioned.
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We do not need to know the means since without loss of gene...View the full answer
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