- #1
danago
Gold Member
- 1,123
- 4
Hi. At the moment in class we are going over statistics :yuck:
Anyway, the formula I've been using for covariance between two sets of data is:
[tex]
s_{xy} = \frac{1}{n}\sum\limits_{i = 1}^n {x_i y_i } - \overline x \overline y
[/tex]
Now, if i was to get a question such as:
"If all the elements of set 'x' are multiplied by 'a', what is the new covariance"
Would this be a valid in mathematical terms:
[tex]
\begin{array}{c}
s_{xy} = \frac{1}{n}(ax_1 y_1 + ax_2 y_2 + ... + ax_n y_n ) - a\overline x \overline y \\
= a[\frac{1}{n}(x_1 y_1 + x_2 y_2 + ... + x_n y_n ) - \overline x \overline y ] \\
= a[\frac{1}{n}\sum\limits_{i = 1}^n {x_i y_i } - \overline x \overline y ] \\
\end{array}
[/tex]
Therefore, if the elements of the set of data are multiplied by a constant, the covariance is also changed by that same factor? Has my working been valid in terms of the summation notation. The reason i ask is because we've never worked much with summations, so I am not 100% sure how to deal with them.
Thanks,
Dan.
Anyway, the formula I've been using for covariance between two sets of data is:
[tex]
s_{xy} = \frac{1}{n}\sum\limits_{i = 1}^n {x_i y_i } - \overline x \overline y
[/tex]
Now, if i was to get a question such as:
"If all the elements of set 'x' are multiplied by 'a', what is the new covariance"
Would this be a valid in mathematical terms:
[tex]
\begin{array}{c}
s_{xy} = \frac{1}{n}(ax_1 y_1 + ax_2 y_2 + ... + ax_n y_n ) - a\overline x \overline y \\
= a[\frac{1}{n}(x_1 y_1 + x_2 y_2 + ... + x_n y_n ) - \overline x \overline y ] \\
= a[\frac{1}{n}\sum\limits_{i = 1}^n {x_i y_i } - \overline x \overline y ] \\
\end{array}
[/tex]
Therefore, if the elements of the set of data are multiplied by a constant, the covariance is also changed by that same factor? Has my working been valid in terms of the summation notation. The reason i ask is because we've never worked much with summations, so I am not 100% sure how to deal with them.
Thanks,
Dan.