Assume that X1 and X2 are uncorrelated random variables
Chapter , Problem 29(choose chapter or problem)
Assume that \(X_1\) and \(X_2\) are uncorrelated random variables with variance \(\sigma^2\), and use matrix methods to show that \(Y=X_1+X_2\) and \(Z=X_1-X_2\) are uncorrelated. (Hint: Find \(\Sigma_{Y Z}\).)
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