13Correlationand%20Independence

# 13Correlationand I - Click to edit Master subtitle style EE 3180 Probability and Statistical Independence and Correlation Jeffrey B Burl EE 3180

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Unformatted text preview: Click to edit Master subtitle style EE 3180 Probability and Statistical Independence and Correlation Jeffrey B. Burl EE 3180 Probability and 11 EE 3180 Probability and Statistical Independence n Given two RVs. n X – Your score on the next exam in EE 3180. n Y – The price of tea in China. n Is there any relation between X and Y? n No! n X and Y are said to be statistically independent. n By implication: EE 3180 Probability and 22 ( | ) ( ) X X f x Y y f x = = EE 3180 Probability and Definition of Statistical Independence n A closer look: n Formal definition of statistical independence: n The RVs X and Y are statistically independent if and only if the joint probability density function can be factored: EE 3180 Probability and 33 , ( , ) ( ) ( | ) ( ) X Y X X Y f x y f x f x Y y f x = = = , ( , ) ( ) ( ) X Y X Y f x y f x f x = , ( , ) ( ) ( ) X Y X Y f x y f x f x = EE 3180 Probability and...
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## This note was uploaded on 06/16/2010 for the course EE ee3180 taught by Professor Burl during the Spring '10 term at Michigan Technological University.

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13Correlationand I - Click to edit Master subtitle style EE 3180 Probability and Statistical Independence and Correlation Jeffrey B Burl EE 3180

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