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  • q2 .Correlation and Covariance

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    Tokir Alam
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    This document discusses computing key values from the joint distribution of two random variables X and Y, including: 1. The covariance (Cov(x,y)) and correlation coefficient between X and Y 2. The marginal distributions of X and Y by computing their expected values (E(x), E(y)) and variances (Var(x), Var(y)) 3. The expected value of XY (E(xy)) from the joint probability table

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    Correlation and Covariance

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    This document discusses computing key values from the joint distribution of two random variables X and Y, including: 1. The covariance (Cov(x,y)) and correlation coefficient between X and Y 2. The marginal distributions of X and Y by computing their expected values (E(x), E(y)) and variances (Var(x), Var(y)) 3. The expected value of XY (E(xy)) from the joint probability table

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    6 views3 pages

    q2 .Correlation and Covariance

    Uploaded by

    Tokir Alam
    This document discusses computing key values from the joint distribution of two random variables X and Y, including: 1. The covariance (Cov(x,y)) and correlation coefficient between X and Y 2. The marginal distributions of X and Y by computing their expected values (E(x), E(y)) and variances (Var(x), Var(y)) 3. The expected value of XY (E(xy)) from the joint probability table

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 3

    THE JoINT DISTRI GUTION TABLE

    Uompute

    ExY)

    Cov (x,Y), [covaRI ANCE


    [ CoRRELATIoN co6PAENT

    na:- devwng margirol dau hs:

    PCx) PCY)

    .t
    /
    a/8

    G1) Y PY) ()+ 2 (3)+25)


    ECxY) Zi Ju -

    e]es to Toin paba iity Tahla..

    (0 ) () (E)+ o9(4))
    (6) (-4) ( ) *6)0
    ) +9E)
    E CY) -5

    ard.

    (Von x) E) - (A«)
    ECx) : 2 p(i)

    0 +(6 ()
    1

    Voa (X) E(x*) - p


    13-(3to 13-9 +

    F(-4)"() +9G) +94)


    - 0)
    Y / , = 433
    Cov (x,1)= f
    E (xY) Hx HY

    o) (433 )

    = -0 173

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