is e xy e x e y

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is e xy e x e y P XY z x SP X x P Y z x By definition of expectation E XY z TzP XY z Using our expression we just computed for P XY z we substitute E XY

E left XY right E left E left XY mid X x right right dots Now because X x is a constant and by linearity of expectation dots E xE Y X x So we got that I 1x i y i approaches the expectation E XY For example if X is height and Y is weight E XY is the average of height weight We are interested in E XY because it is used for calculating

is e xy e x e y

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is e xy e x e y
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E XY E X E Y Laws Of Expectation YouTube
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X E X and Y E Y and k be a positive integer 1 The kth moment of X is de ned as E Xk If k 1 it equals the expectation 2 The kth central moment of X is de ned as E X X k E X Y is the expectation of a random variable the expectation of X conditional on Y E X Y y on the other hand is a particular value the expected value of X when Y y

You can reduce this question to this why is E XY X XE Y X with probability 1 If this is true then you can just take expectations on both sides The answer is From the proof X Y 1 i X E X X Y E Y Y equality with probability 1 i e i X E X is a linear function of Y E Y In general X Y is a measure of how closely X

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Covariance formula E XY E X E Y or expectation of product minus product of expectations is frequently useful Note if X and Y are independent then Cov X Y 0 E x e y 0 To measure the spread of a random variable X that is how likely it is to have value of Xvery far away from the mean we introduce the variance of X denoted by var X

The random variable XY X Y is the amount of money we get It takes on values 0 1 2 3 6 0 1 2 3 6 with various probabilities it has a certain distribution Then E XY E X Y is the Conditional Expectation as a Function of a Random Variable Remember that the conditional expectation of X given that Y y is given by E X Y y xi RXxiPX Y xi y Note that

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is e xy e x e y - X E X and Y E Y and k be a positive integer 1 The kth moment of X is de ned as E Xk If k 1 it equals the expectation 2 The kth central moment of X is de ned as E X X k