Is This Covariance Calculation Correct?

  • Context: Graduate 
  • Thread starter Thread starter jasper90
  • Start date Start date
  • Tags Tags
    Covariance
Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
1 reply · 2K views
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 ?