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Scortchi ♦
Scortchi ♦
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Let there be two samples of size n$n$, $x_i$ and $y_i$ from two different normal distributions.

What is $cov(\bar X_n, \bar Y_n)$$\operatorname{cov}(\bar X_n, \bar Y_n)$? And how can it be estimated?

The motivation for my question is to understand if there is a way to know if two paired samples are correlated in such away so that their expectancies "should" be compared used paired t-test.

Thanks.

Let there be two samples of size n, $x_i$ and $y_i$ from two different normal distributions.

What is $cov(\bar X_n, \bar Y_n)$? And how can it be estimated?

The motivation for my question is to understand if there is a way to know if two paired samples are correlated in such away so that their expectancies "should" be compared used paired t-test.

Thanks.

Let there be two samples of size $n$, $x_i$ and $y_i$ from two different normal distributions.

What is $\operatorname{cov}(\bar X_n, \bar Y_n)$? And how can it be estimated?

The motivation for my question is to understand if there is a way to know if two paired samples are correlated in such away so that their expectancies "should" be compared used paired t-test.

Thanks.

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Tal Galili
Tal Galili
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Estimating the covariance of the means from two samples?

Let there be two samples of size n, $x_i$ and $y_i$ from two different normal distributions.

What is $cov(\bar X_n, \bar Y_n)$? And how can it be estimated?

The motivation for my question is to understand if there is a way to know if two paired samples are correlated in such away so that their expectancies "should" be compared used paired t-test.

Thanks.