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kaheart [24]
3 years ago
15

Take two orthogonal vectors u, v ε R". u v, and let X = (Xi, , X,) be a vector of n iid standard Gaussians. Xi ~ N(0, 1), yl E「r

). Let llr-〈II, X〉 and vr-(v, X〉, Are ux and vr independent? Hin: First try to see if they are correlated; you may use the fact that jointly normal random variables are independent iff. they are uncorrelated.

Mathematics
1 answer:
Semenov [28]3 years ago
7 0

Answer:

Attached is the complete solution.

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