How Do You Calculate Covariance from a Joint Probability Table?

Click For Summary
To calculate covariance from a joint probability table, the joint distribution of the number of green (G) and red (R) beads selected must be established. The probabilities for G and R are derived from the selection of beads, leading to a joint probability table. Covariance is computed using the formula Cov(G, R) = ∑g∑r (g - E[G])(r - E[R])P(G=g, R=r). The discussion highlights that the covariance can be negative, indicating an inverse relationship between the number of green and red beads selected. Understanding the relationship between joint probabilities and expected values is crucial for accurate covariance calculation.
Gregg
Messages
452
Reaction score
0
A bag contains three green beads, two red beads and a blue bead. You select
two beads at random. Let G denote the number of green beads and R the
number of red beads you select.

(a) Write the joint probability distribution of (G,R) in a table. Show that
Cov(G;R) < 0.


I can do P(G=g) for g=0,1,2 and P(R=r) for r=0,1,2. but isn't f(g,r) is not equal to P(G=g)P(R=r)? Is it?
 
Physics news on Phys.org
Hi Gregg! :smile:

Try the easy case:

is P(G = R = 0) = P(G = 0)P(R = 0) ? :wink:
 
0,4/15,1/15
6/15,3/15,0
1/15,0,0

That's the table I got for G (0,1,2) in column and R(01,2) in row. Giving E(G)=11/15 and E(R)=9/15.

Is covariance just \sum_g\sum_r (g-E[G])(r-E[R])P(G=g,R=r) ? Is there a quicker way to compute this?

calculate E(G | R = r).
 
Last edited:
Question: A clock's minute hand has length 4 and its hour hand has length 3. What is the distance between the tips at the moment when it is increasing most rapidly?(Putnam Exam Question) Answer: Making assumption that both the hands moves at constant angular velocities, the answer is ## \sqrt{7} .## But don't you think this assumption is somewhat doubtful and wrong?

Similar threads

  • · Replies 8 ·
Replies
8
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
Replies
6
Views
2K
  • · Replies 1 ·
Replies
1
Views
5K
  • · Replies 3 ·
Replies
3
Views
878
  • · Replies 8 ·
Replies
8
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
Replies
4
Views
1K
  • · Replies 0 ·
Replies
0
Views
2K