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Covariance question

  1. Apr 8, 2010 #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]2x and [tex]\sigma[/tex]2y, 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. jcsd
  3. Apr 8, 2010 #2

    lanedance

    User Avatar
    Homework Helper

    do you knw the formula for covariance?

    you will need to calculate 2x4 terms, one for each x & y outcome
     
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