On Fri, 11 Dec 2009 11:27:45 -0800, Greg Heath wrote:
> On Dec 11, 1:54Â*pm, Frank Chang <etaght...@gmail.com> wrote:
>> Hi group,
>>
>> 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.
>>
>> I have done numerical experiments on this, and it appears that it hods.
>> I, however, could not come up with an analytical proof. Could you
>> please help me here?
>>
>> A related question is that under what condition this relationship
>> breaks down. I know for sure that when A and B are related, the math
>> does not hold because <A>^2 != <A^2>. I think an analytical proof for
>> the previous question can help with this question as well, but I am not
>> sure.
>>
>>
> If you are going to post in multiple groups, send in only one post with
> multiple names in the newgroup line.
>
> See my answer in another newsgroup.
>
> Greg
See the Wikipedia article on "cross posting", compare and contrast with
"multiple posting".
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