On Dec 11, 12:54*pm, Frank Chang <etaght...@gmail.com> wrote:

> 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.


There are multiple meanings to the phrase "uncorrelated
signals" some of which make the question asked a
"Which came first, the chicken or the egg?" type of
question. In one meaning, signals are said to be
uncorrelated **exactly** when <A> * <B> = <A * B>
holds. So, what does the OP understand by the
phrase "uncorrelated signals" or "I have two
completely uncorrelated signals"? In what sense
are they uncorrelated? What does the rest of the
comp.dsp group understand by this phrase or
these phrases?

--Dilip Nitpick