Unformatted text preview: standard deviation ( σ ) = ( σ 2 ) 1/2 (3) Covariance ( σ XY ) n n σ XY = ∑ p i [ X i EV(X) ][ Y i EV(Y) ] s XY = { ∑ [ X i EV(X) ][ Y i EV(Y) ] }/ (n1) i=1 i=1 (4) Correlation ( ρ XY ) ρ XY = ρ YX for all i, j. ρ XY = σ XY ÷ [ σ X σ Y ] ρ XY = s XY ÷ [s X s Y ]1 ≤ ρ YX ≤ 1 for all i, j....
View
Full Document
 Summer '07
 Berk
 Statistics, Standard Deviation, Variance, ev, pi xi

Click to edit the document details