Timeline for What is Cov(X,Y) when X,Y is a F-distribution (a,b) and (c,d) ,in case X,Y Not independent [closed]
Current License: CC BY-SA 4.0
29 events
| when toggle format | what | by | license | comment | |
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| Sep 10, 2018 at 18:00 | history | closed | whuber♦ | Needs details or clarity | |
| Sep 10, 2018 at 17:57 | history | edited | Itee Louis | CC BY-SA 4.0 |
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| Jul 6, 2018 at 17:08 | history | undeleted | Itee Louis | ||
| Jul 6, 2018 at 13:48 | history | deleted | Itee Louis | via Vote | |
| Jul 5, 2018 at 17:20 | comment | added | Itee Louis | Dear Juho Kokkala,wolfies. I have solved my question. you can checked again. Note:matrix X1 and X2 are Independent. | |
| Jul 5, 2018 at 17:19 | history | edited | Itee Louis | CC BY-SA 4.0 |
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| Jul 5, 2018 at 15:35 | comment | added | wolfies | You have not stated the relationship between $X_1$ and $X_2$ | |
| Jul 5, 2018 at 11:27 | history | reopened | whuber♦ | ||
| Jul 5, 2018 at 11:08 | comment | added | Juho Kokkala | This may help: stats.stackexchange.com/editing-help#LaTeX (though based on a quick glance I think the question itself is somewhat unclear - how do the "sample covariance matrices" arise or how they are related to the random vectors $\mathbf{X}_1$ and $\mathbf{X}_2$? | |
| Jul 5, 2018 at 10:42 | history | edited | Itee Louis | CC BY-SA 4.0 |
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| Jul 5, 2018 at 8:52 | comment | added | Itee Louis | Dear Juho Kokkala, Sorry i use this site for the first time. I do not know how to write symbols or equations. | |
| Jul 5, 2018 at 8:45 | comment | added | Juho Kokkala | Please edit the information into the text rather than by adding a picture | |
| Jul 5, 2018 at 8:10 | history | edited | Itee Louis | CC BY-SA 4.0 |
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| Jul 5, 2018 at 7:39 | review | Reopen votes | |||
| Jul 5, 2018 at 11:27 | |||||
| Jul 5, 2018 at 7:29 | history | edited | Itee Louis |
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| Jul 5, 2018 at 7:24 | comment | added | Itee Louis | Dear Juho Kokkala, I'm sorry for the unclear question. I have solved my question. you can checked again. | |
| Jul 5, 2018 at 7:20 | history | edited | Itee Louis | CC BY-SA 4.0 |
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| Jul 4, 2018 at 12:04 | comment | added | Juho Kokkala | The covariance cannot be determined from this information. Presumably in the case you are interested in, you know something more about the dependence than just "not independent" - it might be helpful to explain how these distributions arise | |
| Jul 4, 2018 at 10:42 | history | closed |
Juho Kokkala kjetil b halvorsen♦ whuber♦ |
Needs details or clarity | |
| Jul 4, 2018 at 9:31 | comment | added | Itee Louis | Dear kjetil b halvorsen, I mean in general form of Cov(X,Y) = E(XY) -E(X)E(Y) when X,Y has F-distribution. Does not mean covariance of data. | |
| Jul 4, 2018 at 9:26 | comment | added | kjetil b halvorsen♦ | With the information you have given, the only we can say is that the covariance is a number somewhere between $-\infty$ and $\infty$. So you need to give us some more. First, please tell us in which context your question arises. | |
| Jul 4, 2018 at 8:28 | comment | added | Itee Louis | Dear wolfies, Which part do not you not understand my question ??. | |
| Jul 4, 2018 at 7:54 | comment | added | wolfies | ??????????????? | |
| Jul 4, 2018 at 7:37 | comment | added | Itee Louis | Dear wolfies, In case, X and Y are independent random variable. I know joint pdf of X and Y. But in this case, X and Y are not independent, So I can not know joint pdf of X and Y. | |
| Jul 4, 2018 at 7:14 | review | Close votes | |||
| Jul 4, 2018 at 10:43 | |||||
| Jul 4, 2018 at 6:43 | history | edited | Jan Kukacka | CC BY-SA 4.0 |
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| Jul 4, 2018 at 6:29 | comment | added | wolfies | What is the joint pdf of $X$ and $Y$? Absent that, how long is a piece of string. | |
| Jul 4, 2018 at 6:13 | review | First posts | |||
| Jul 4, 2018 at 6:43 | |||||
| Jul 4, 2018 at 6:10 | history | asked | Itee Louis | CC BY-SA 4.0 |