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Mathematics, 20.09.2019 18:10 itsmemichellel
Using the definition of covariance, cov(x, y) = e[(x – my)(y – my)], prove the followings. a. cov(x, y) = e(xy) - mx hy b. cov(x, y) = cov(y, x) c. cov(x, x) = var(x) d. cov(x + z, y) = cov(x, y) + cov(z, y) e. cov(ex, y)= xcov(x, y) f. var(x + y) = var(x) + var(y) + 2cov(x, y) g. var(ex) = var(x) + ej cov(x, x; )
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Using the definition of covariance, cov(x, y) = e[(x – my)(y – my)], prove the followings. a. cov(x,...
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