作者asneo (阿铠)
看板Statistics
标题[问题] 随机向量~
时间Thu Mar 30 17:14:12 2006
[y1 y2] = [cosθ sinθ; -sinθ cosθ][x1 x2]
x1 x2是zero-mean , correlated 且 E{x1^2} = σ1^2 , E{x2^2} = σ2^2
E{x1*x2} = ρσ1σ2
这样有办法找出θ让y1 y2 uncorrelated???
解很久搞不定<(_ _)>希望有大大能帮帮忙
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