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2.15. Let X1, X2 and X3 be three random variables with mean zero and covariance matrix, V = - 14 1 - 5 1 - 3 1 3 - 1 1 Use the Gram-Schmidt orthogonalization process of Problem 2.13 to find three uncorrelated random variables 21,22 and 23 such that sp (X1) = sp{Z,}, sp X2 = sp{Z1,22} =

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