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You are here: Home Stats Department Introduction to probability - IN TRANSLATION Samdreifingar Samdreifni (covariance)

Samdreifni (covariance)

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Skilgreining: Látum $ X$ og $ Y$ vera hendingar með væntigildi $ E[X]=\mu_X$ og $ E[Y]=\mu_Y$ . Samdreifni hendinganna $ X$ og $ Y$ er

$\displaystyle Cov(X,Y)=E[(X-\mu_X)(Y-\mu_Y)]
$

ef þetta væntigildi er til.




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