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Correlation in Random Variables

Correlation in Random Variables

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If the random variables are correlated then this should yield a better result, on the average, than just guessing. We are encouraged to select a linear rule when we note that the sample points tend to fall ... for a continuous-time RP and X[n]orXn for a discrete-time RP. Lecture 11 20.

  Lecture, Discrete, Variable, Random, Random variables

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