Let X and Y be standardized r.v.s (i.e., marginally they each have mean 0 and variance
Chapter 7, Problem 41(choose chapter or problem)
Let X and Y be standardized r.v.s (i.e., marginally they each have mean 0 and variance 1) with correlation 2 (1, 1). Find a, b, c, d (in terms of ) such that Z = aX + bY and W = cX + dY are uncorrelated but still standardized.
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