All Questions
7 questions with no upvoted or accepted answers
2
votes
1
answer
239
views
Will change in standard deviation impact covariance?
If we increase the degree of standard deviation of one variable, does it affect covariance of two variables?
Example, two variables are there, A & B, the covariance of A & B is 100, and the ...
1
vote
1
answer
61
views
If $X\in\{0,1\}$, then $\frac{cov(X,Y)}{Var(X)}=\mathbb{E}(Y|X=1)-\mathbb{E}(Y|X=0)$
If $X\in\{0,1\}$, then $\frac{cov(X,Y)}{Var(X)}=\mathbb{E}(Y|X=1)-\mathbb{E}(Y|X=0)$
I have no idea what to address with the conditional expectation part.
Thank you for any comments, someone has ...
- 331
1
vote
0
answers
31
views
Understanding Covariance after Variance (visually)
2 Points i understood from variance derivation-
A) For calculating Variance we do not subtract (or mod add), but rather sum squared all points' differences from the mean.
B) Variance of 1,2,3 will be ...
- 11
1
vote
0
answers
114
views
Variance of bivariate normal distribution plus normal distribution
Problem:
$W = -27 + 0.3X + 0.45Y + E$
The pair $\begin{bmatrix} X \\ Y \end{bmatrix}$ behaves like a bivariate normal with vector of averages $\begin{bmatrix} 156 \\ 86 \end{bmatrix}$ and ...
- 107
0
votes
0
answers
31
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Variance/covariance computations in a simple probability weighted estimator
My recent homework included a problem where I had to to show that:
$\frac{\delta^2}{p^2} Var(\hat{p}) - \frac{2 \delta}{p} Cov(\hat{\delta} + \frac{\delta}{p} (\hat{p} - p), \hat{p})$ < 0,
where $\...
0
votes
0
answers
94
views
Conditional Covariance Problem
Suppose we have independent (not necessarily identical) normally distributed random variables X, Y. If we're given that, upon sampling each variable, X is some multiple a of Y (i.e. x = ay), what is ...
0
votes
0
answers
833
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Joint Density and Covariance between Two Random Variables with the same Mean and Variance
This seems like a deceptively simple question, (and it perhaps is and I am missing something) but I could not find anything on this.
Q1)
Are there any general results / relationships to get the Joint ...
- 385