Question

If x1 and x2 are two uncorrelated random variable then what is the correlation coefficient matrix

Answer 1

Uncorrelated random variables. In probability theory and statistics, two real-valued random variables, X,Y, are said to be uncorrelated if their covariance, E(XY) − E(X)E(Y), is zero. A set of two or more random variables is called uncorrelated if each pair of them are uncorrelated.