covarance
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| Both sides previous revisionPrevious revisionNext revision | Previous revision | ||
| covarance [2022/10/13 01:19] – [Covariance] hkimscil | covarance [2022/10/13 01:21] (current) – [Covariance] hkimscil | ||
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| \end{eqnarray*} | \end{eqnarray*} | ||
| - | 위와 비슷하게 우리는 $Var[X]$ 에 대한 값도 | + | 위와 비슷하게 우리는 $Var[X]$ 에 대한 값도 |
| \begin{eqnarray*} | \begin{eqnarray*} | ||
| Var[X] & = & E[(X-\mu)^2] \\ | Var[X] & = & E[(X-\mu)^2] \\ | ||
| & = & E[X^2 - 2 \mu X + \mu^2] \\ | & = & E[X^2 - 2 \mu X + \mu^2] \\ | ||
| & = & E[X^2] - E[2 \mu X] + E[\mu^2] \\ | & = & E[X^2] - E[2 \mu X] + E[\mu^2] \\ | ||
| - | & = & E[X^2] - 2\mu E[X] + E[\mu^2] \\ | + | & = & E[X^2] - 2\mu E[X] + \mu^2 \\ |
| & = & E[X^2] - 2E[X]^2 + E[X]^2 \\ | & = & E[X^2] - 2E[X]^2 + E[X]^2 \\ | ||
| & = & E[X^2] - E[X]^2 \\ | & = & E[X^2] - E[X]^2 \\ | ||
covarance.1665591596.txt.gz · Last modified: 2022/10/13 01:19 by hkimscil