Flashcards in Multivariate distribution theory Deck (11):
When are a pair of continuous random variables independent?
If f_xy_(x,y) = fx(x)fy(y)
What is the formula for the covariance?
E[XY] - E[X]E[Y]
What is the formula for the correlation coefficient?
formula for E[XY]
double integral of[ xyf(x,y)dydx] over the region R squared
If X and Y are independent then what does this mean for the covariance?
the covariance is equal to 0
E[(X - E[X|Y])^2 | Y]
integral over range of y for F_X,Ydy
E[X|Y = y] =
integral over range of (xf_X|Y=y_(x))dx