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Results tagged with correlation
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user 84089
A measure of the degree of association among a pair of variables.
5
votes
1
answer
1k
views
Covariance of two variables that are products of shared random variables
How to analytically express cov(X,Y), when:
X=C*A/(A+B)
and
Y=C*B/(A+B)
Here C, A and B are independent variables with normal distributions.
More specifically I would like to express cov(X,Y …
- 8,001