Register to reply 
Covariance question 
Share this thread: 
#1
Apr810, 01:56 AM

P: 1

1. The problem statement, all variables and given/known data
Let the random variables X and Y have the joint p.m.f.: f(x,y) = (x+y)/32 x=1,2, y=1,2,3,4. find the means [tex]\mu[/tex]_{x} and [tex]\mu[/tex]_{y}, the variances [tex]\sigma[/tex]^{2}_{x} and [tex]\sigma[/tex]^{2}_{y}, and the correlation coefficient [tex]\rho[/tex]. 2. Relevant equations [tex]\rho[/tex]=(COV(X,Y))/[tex]\sigma[/tex]_{x}[tex]\sigma[/tex]_{y} 3. The attempt at a solution I was able to find both [tex]\mu[/tex]'s: [tex]\mu[/tex]x= (25/16) [tex]\mu[/tex]y= (45/16) and both variances: [tex]\sigma[/tex]_{x}=(63/256) [tex]\sigma[/tex]_{y}=(295/256) But I cant seem to find how to get the covariance...I tried just using the 1 and 2 values for x and y, but it hasn't worked. I think I'm getting confused because there are more y values than x values. Any help would be much appreciated! 


#2
Apr810, 03:00 AM

HW Helper
P: 3,307

do you knw the formula for covariance?
you will need to calculate 2x4 terms, one for each x & y outcome 


Register to reply 
Related Discussions  
Question about lorentzcovariance of Dirac equation  Quantum Physics  2  
Help with covariance calculation please  Calculus  4  
Why the notion of covariance in GR is so important  Special & General Relativity  13 