Dear Fred, If x1 and x2 are *not* normally distributed, you can use independent component analysis (ICA) which is based on the idea that x will be "more normal" than either x1 and x2 following the central limit theorem. See package(fastICA) by JL Marchini, C Heaton, and BD Ripley for details.
HTH Thomas > -----Original Message----- > From: Feng Zhang [mailto:[EMAIL PROTECTED] > Sent: 15 August 2003 17:34 > To: R-Help > Subject: [R] Is it possible to separate two independent > components from > arandom variable? > > > 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 > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > --- Thomas Hotz Research Associate in Medical Statistics University of Leicester United Kingdom Department of Epidemiology and Public Health 22-28 Princess Road West Leicester LE1 6TP Tel +44 116 252-5410 Fax +44 116 252-5423 Division of Medicine for the Elderly Department of Medicine The Glenfield Hospital Leicester LE3 9QP Tel +44 116 256-3643 Fax +44 116 232-2976 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help