I have a problem that turned up in my research. I'm a microelectronics engineer, s I hope this is not a textbook question for you physics specialists :-)(adsbygoogle = window.adsbygoogle || []).push({});

Given a random variable X that produces real numbers x with a distribution p(x).

The random variable Y is generated from X by the signum function; i.e., y=1 for x>=0 and y=-1 for x<0.

How can I calculate the covariance of X and Y in general? And, if there is no general solution, does a solution exist if p(x) is a gaussian distribution with mean zero?

Slainte!

Hanspeter

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Co-Variance and Signum Function

**Physics Forums | Science Articles, Homework Help, Discussion**