Under what conditions random variables are uncorrelated

Reference no: EM131215267

Suppose two random variables X and Y are both zero mean and unit variance. Furthermore, assume they have a correlation coefficient of P . Two new random variables are formed according to:

W = aX + bY,

Z = cX + dY.

Determine under what conditions on the constants a, b, c and d the random variables W and Z are uncorrelated.

Reference no: EM131215267

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