Is This Covariance Calculation Correct?

  • Thread starter Thread starter jasper90
  • Start date Start date
  • Tags Tags
    Covariance
jasper90
Messages
16
Reaction score
0
I think this is right, just want to double check.

Cov(Y1+Y2, Ʃ n i=2 Yi)= Cov(Y1, Ʃ n i=2) + Cov(Y2, Ʃ n i=2 Yi) = 0 + Var(Y2) = σ^2

is this right?
 
Physics news on Phys.org
jasper90 said:
I think this is right, just want to double check.

Cov(Y1+Y2, Ʃ n i=2 Yi)= Cov(Y1, Ʃ n i=2) + Cov(Y2, Ʃ n i=2 Yi) = 0 + Var(Y2) = σ^2

is this right?
Your expressions are confusing. Also you should define Y1 and Y2 and their relationship (if any).
Ʃ n i=2 Yi, Ʃ n i=2 ?
 
Namaste & G'day Postulate: A strongly-knit team wins on average over a less knit one Fundamentals: - Two teams face off with 4 players each - A polo team consists of players that each have assigned to them a measure of their ability (called a "Handicap" - 10 is highest, -2 lowest) I attempted to measure close-knitness of a team in terms of standard deviation (SD) of handicaps of the players. Failure: It turns out that, more often than, a team with a higher SD wins. In my language, that...
Hi all, I've been a roulette player for more than 10 years (although I took time off here and there) and it's only now that I'm trying to understand the physics of the game. Basically my strategy in roulette is to divide the wheel roughly into two halves (let's call them A and B). My theory is that in roulette there will invariably be variance. In other words, if A comes up 5 times in a row, B will be due to come up soon. However I have been proven wrong many times, and I have seen some...
Back
Top