Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
Correlations Multinomial correlations
 

Summary: '
&
$
%
Lecture 19
Correlations
Multinomial correlations
Sharkey's casino
Spurious correlations
Variance of a sum
Square root law
1
'
&
$
%
Covariance and correlation
Cov(X, Y ) = E{(X - X) (Y - Y )}
Cov(X, Y ) = E{XY } - XY
V ar(X + Y ) = V ar(X) + V ar(Y ) + 2Cov(X, Y )

  

Source: Adler, Robert J. - Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology

 

Collections: Mathematics; Engineering