Chapter 5 Flashcards
1
Q
When are two random variables said to be independent?
A
when p(x,y) = px(x) * py(y) of f(x,y) = fx(x) * fy(y)
2
Q
What is Cov(X,Y)?
A
Cov(X,Y) = E(XY) - ux * uy
3
Q
What is Correlation coeficient?
A
Cov(X,Y) / (sigma x * sigma y)
4
Q
What is the E(X - Y)?
A
= E(X) - E(Y)
5
Q
What is the V(X - Y)?
A
= V(X) + V(Y)