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#### OhMyMarkov

##### Member

- Mar 5, 2012

- 83

I'm coming to notice day by day how our education is purely focused on memorizing and applying formulas rather than understanding the concept. Assume we have the following:

$X = aR + N$, and

$Y = bG + W$,

where $X, Y$ are random vectors, $R, G$ are strongly correlated random vector that average out to the zero vector each, $a, b$ are scalars, and $N, W$ are two independent vectors of i.i.d. normal RVs.

Now, $X$ and $Y$ are correlated, right?