COV(9X+Y,X-Y)COV(9X+Y,怎么计算啊
问题描述:
COV(9X+Y,X-Y)
COV(9X+Y,怎么计算啊
答
=cov(9x,x-y)+cov(y,x-y)=9cov(x,x)-9cov(x,y)+cov(x,y)-cov(y,y)
COV(9X+Y,X-Y)
COV(9X+Y,怎么计算啊
=cov(9x,x-y)+cov(y,x-y)=9cov(x,x)-9cov(x,y)+cov(x,y)-cov(y,y)