If independent random variables 'X' and 'Y' have the variances 36 and 16respectively, find the correlation coefficient between (X + Y) and (X- Y) assumingX and Y are zero mean.

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Answered: If independent random variables 'X' and…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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If independent random variables 'X' and Y have the variances 36 and 16 respectively, find the correlation coefficient between (X+ Y) and (X- Y) assuming X and Y are zero mean.