14. The variates x and y are normally correlated with coefficient r and u, v are defined by u =x cos a + y sin a; v = y cos o – x sin o. Show that u, v will be uncorrelated if 2r 0,0y tan 20 = |

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14.
The variates x and y are normally correlated with coefficient r
and u, v are defined by u =x cos a + y sin a;
V = y cos o – x sin o.
Show that u, v will be uncorrelated if
2r 0,0y
tan 20 =
Transcribed Image Text:14. The variates x and y are normally correlated with coefficient r and u, v are defined by u =x cos a + y sin a; V = y cos o – x sin o. Show that u, v will be uncorrelated if 2r 0,0y tan 20 =
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