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4
votes
1answer
944 views

How can I calculate the Expectation for a particular known vector?

Let's say I have a row vector $X = [x1, x2, x3, ..., xn]$ and another row vector $Y = [y1, y2, y3, ..., yn]$. I want to check whether the two vectors are statistically independent or not. Now two ...
11
votes
4answers
1k views

ICA - Statistical Independence & Eigenvalues of Covariance Matrix

I am currently creating different signals using Matlab, mixing them by multiplying them by a mixing matrix A, and then trying to get back the original signals using FastICA. So far, the recovered ...
15
votes
2answers
2k views

Examples of Independent and uncorrelated data in real-life, and ways to measure/detect them

We always hear about this vector of data VS this other vector of data being independent from each other, or uncorrelated, etc, and while it is easy to come across the math regarding those two ...