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Variance and Convariance

  1. Sep 6, 2013 #1

    DUET

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    Could someone please explain it to me what is the difference between Variance and Covariance?
     
    DUET, Sep 6, 2013
  2. jcsd
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  3. Sep 6, 2013 #2

    HallsofIvy

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    "Variance" applies to a single random variable. "Covariance" applies to two or more related random variables.
     
    HallsofIvy, Sep 6, 2013
  4. Sep 6, 2013 #3

    DUET

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    Could you please give me an example?
     
    DUET, Sep 6, 2013
  5. Sep 6, 2013 #4

    mathman

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    Let X and Y be random variables.

    var(X) = E(X2) - E(X)2

    cov(XY) = E(XY) - E(X)E(Y)

    E(..) means average.
     
    mathman, Sep 6, 2013
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