covariance_properties
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| - The additive law of covariance holds that the covariance of a random variable with a sum of random variables is just the sum of the covariances with each of the random variables. \\ $Cov(X+Y, Z) = Cov(X, Z) + Cov(Y, Z)$ | - The additive law of covariance holds that the covariance of a random variable with a sum of random variables is just the sum of the covariances with each of the random variables. \\ $Cov(X+Y, Z) = Cov(X, Z) + Cov(Y, Z)$ | ||
| - The covariance of a variable with itself is the variance of the random variable. | - The covariance of a variable with itself is the variance of the random variable. | ||
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| + | For additional info see [[http:// | ||
covariance_properties.1696494588.txt.gz · Last modified: 2023/10/05 17:29 by hkimscil