Frank Chang <[email protected]> wrote:

> I have a (probably very simple) question that I could not think
> through. i am hoping that you could please enlighten me a little bit.

> Suppose I have two completely uncorrelated signals A and B. We can
> assume that they take any form, say, continuous function or discrete
> series. For convenience, let's assume they can be indexed. They have
> the same length N. The question is, does this relationship hold?

> <A> * <B> = <A * B>

> Here <> represents mean, i.e. <A> = sum(A)/N.

Or <A * B> - <A> * <B> = 0

I think you can get from the to the Correlation coefficient,
which is zero in they are uncorrelated.

Start with A and B of length 2, then there is a cross term
that appears in one and not the other. Show that is zero.
Then use induction to show for all N.

Sounds like a good way to me, anyway.

-- glen