Two Gaussian random variables X and Y have variances of = 9 and oy= 4, %3D respectively and correlation coefficient p. It is known that a coordinate rotation by an angle results in new random ariables Y, and Y, that are uncorrelated what is p?

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29 Two Gaussian random variables X and Y have variances of = 9 and oý = 4,
respectively and correlation coefficient p.
TC
It is known that a coordinate rotation by an angle results in new random ariables
8
Y, and Y, that are uncorrelated what is p?
Transcribed Image Text:29 Two Gaussian random variables X and Y have variances of = 9 and oý = 4, respectively and correlation coefficient p. TC It is known that a coordinate rotation by an angle results in new random ariables 8 Y, and Y, that are uncorrelated what is p?
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