Joint Probability Distributions

Beschreibung

The different types of Mean and Variance
Alex Burden
Karteikarten von Alex Burden, aktualisiert more than 1 year ago
Alex Burden
Erstellt von Alex Burden vor mehr als 7 Jahre
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Zusammenfassung der Ressource

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E(X+Y)= E(X)+E(Y)
E(X-Y)= E(X)-E(Y)
E(aX+bY) = aE(X)+bE(Y)
If X & Y are independent E(XY)= E(X)E(Y) this does not mean that X & Y are independent!
E(X^2Y)= E(X^2)E(Y)
E(X/Y)= E(X)E(1/Y)
Var(X+Y)= Var(X)+Var(Y)
Var(X-Y)= Var(X)-Var(Y)
Var(XY)= E(X^2)E(Y^2)-E^2(XY)
Var(aX±bY)= a^2Var(X)+b^2Var(Y)
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