协方差中Cov(X,Y)=E(XY)-E(X)E(Y),这里的E(XY)怎样计算,举个例子呗
问题描述:
协方差中Cov(X,Y)=E(XY)-E(X)E(Y),这里的E(XY)怎样计算,举个例子呗
答
Xi 1.1 1.9 3Yi 5.0 10.4 14.6E(X) = (1.1+1.9+3)/3=2E(Y) = (5.0+10.4+14.6)/3=10E(XY)=(1.1×5.0+1.9×10.4+3×14.6)/3=23.02Cov(X,Y)=E(XY)-E(X)E(Y)=23.02-2×10=3.02此外:还可以计算:D(X)=E(X²)-E²...