Howtosignalprocessing
- Can independent random variables be correlated?
- How to find relationship between two independent random variables?
- What is correlation in random process?
- What is independent random process?
Can independent random variables be correlated?
So, yes, samples from two independent variables can seem to be correlated, by chance.
How to find relationship between two independent random variables?
Consider two discrete random variables X and Y. We say that X and Y are independent if P(X=x,Y=y)=P(X=x)P(Y=y), for all x,y. In general, if two random variables are independent, then you can write P(X∈A,Y∈B)=P(X∈A)P(Y∈B), for all sets A and B.
What is correlation in random process?
Autocorrelation of a random process X(t) is defined as the correlation of the random process X(t) with itself (hence the word auto) at different points in time.
What is independent random process?
The independent random process, or complete spatial randomness, operates according to the following two criteria when applied to point patterns: events occur with equal probability anywhere; and. the place of occurrence of an event is not affected by the occurrence of other events.
