What does orthogonal random variables mean?
As far as I know orthogonality is a linear algebraic concept, where for
for a 2D or 3D case if the vectors are perpendicular we say they are
orthogonal. Even it is OK for higher dimensions. But when it comes to
random variables I cannot figure out orthogonality. I saw that somewhere
if the expectation of 2 random variables X and Y is zero ( E(XY) = 0 )
then the random variables are orthogonal. How is that possible?
Is orthogonality in linear algebra and probability and statistics same?
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