[R] Is it possible to separate two independent components from a random variable?

Feng Zhang f0z6305 at labs.tamu.edu
Fri Aug 15 18:33:40 CEST 2003


Hey, R-listers,

Given the observed N random scalar variable x, with
zero mean and unit variance, can we separate the
two independent component x1 and x2 such that
x = x1 + x2 (x1 and x2 are assumed to be zero mean)?

Maybe there is no way to figure it out, and just
wanna get some help and try it.

Fred




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