e xy e x e y not independent

e xy e x e y not independent Theorem 5 1 2 can be used to show that two random variables are not independent if text E XY neq text E X text E Y then X and Y cannot be

What about when X and Y are not independent E XY 6 E X E Y E XY x y 6 0 This quantity is known as Covariance and is roughly speaking a generalization of variance to Using expectation we can define the moments and other special functions of a random variable Definition 2 Let X and Y be random variables with their expectations X E X

e xy e x e y not independent

e-x-e-y-e-x-y-dy-dx-e-y-x

e xy e x e y not independent
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Independent Random Variables Proof E g x H y I J Yhxg Ii
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1 E XY E X E Y 2 var X Y var X var Y Proof If Xand Y are independent we have E XY X P X Y X P X P Y X P X X P Y E X E Y 2 To THEOREM 3 If X and Y are statistically independent then E XY E X E Y where E represents expected value var is variance and cov is the covariance In

E XY E E XY X is a straight forward extension of the law of total expectation Once you condition on X it is no longer random so it can come out of the expectation E XY X E X Y E X E Y Does not require independence Var X Y Var X Var Y 2 Cov X Y Note that Cov X Y 0 if X and Y are independent Product E XY E X E Y

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This is because if X and Y are independent then E XY E X E Y since the joint probability density function factors The covariance thus encapsulates how much Outline Covariance and correlation Paradoxes getting ready to think about conditional expectation A property of independence If X and Y are independent then E g X h Y

Asked 1 year 9 months ago Modified 1 year 9 months ago Viewed 855 times 0 Where X is a regressor and Y is the dependent variable I know that if E XY E How to find E XY when X and Y are NOT indepdant laura a May 25 2008 In summary the conversation is about finding the expected value of X and Y given

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e xy e x e y not independent - E X Y E X E Y Does not require independence Var X Y Var X Var Y 2 Cov X Y Note that Cov X Y 0 if X and Y are independent Product E XY E X E Y