Purchase Solution

Covariance between two random variables

Not what you're looking for?

Ask Custom Question

Discrete Probability Distribution (I)
Expectation of product of independent stochastic variables
Covariance between two random variables

Show that

Cov ( summation of a_i x_i , where i is varying from 1 to n , summation of b_j x_j , where j is varying from 1to n )

= Double summation of a_i b_j Cov (x_i , x_j ) where both i and j are independently varying from 1 to n

Purchase this Solution

Solution Summary

It is an explanation of the Covariance between two random variables. It is from the Discrete Probability Distribution. It is a detail description of the problem. It also contains the details of Expectation of product of independent stochastic variables.

Solution Preview

Discrete Probability Distribution (I)
...

Solution provided by:
Education
  • BSc, Manipur University
  • MSc, Kanpur University
Recent Feedback
  • "Thanks this really helped."
  • "Sorry for the delay, I was unable to be online during the holiday. The post is very helpful."
  • "Very nice thank you"
  • "Thank you a million!!! Would happen to understand any of the other tensor problems i have posted???"
  • "You are awesome. Thank you"
Purchase this Solution


Free BrainMass Quizzes
Know Your Statistical Concepts

Each question is a choice-summary multiple choice question that presents you with a statistical concept and then 4 numbered statements. You must decide which (if any) of the numbered statements is/are true as they relate to the statistical concept.

Terms and Definitions for Statistics

This quiz covers basic terms and definitions of statistics.

Measures of Central Tendency

This quiz evaluates the students understanding of the measures of central tendency seen in statistics. This quiz is specifically designed to incorporate the measures of central tendency as they relate to psychological research.

Measures of Central Tendency

Tests knowledge of the three main measures of central tendency, including some simple calculation questions.