Additional material for Lec14

Additional material for Lec14 - independent X up with every...

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Additional material for Lec14 / Mon 9/27 In lecture today I discussed the meaning of the x i x j notation. Here is a more concrete example that applies to your HW5 problem 69. P.219 of the text gives you (ignoring values of a not equal to 1 and assuming n = 3): The subscripts i and j refer to the same variables X 1 to X 3 ; the notation provides a way to match each
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Unformatted text preview: independent X up with every other one. Recall that the covariance of any rv with itself is just its variance, we showed that in lecture, i.e. Using this information, we can rewrite: This is another way of writing the 3x3 matrix, with variance values on the diagonal, and covariances off it. This should get you well along with the homework problem....
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This note was uploaded on 10/13/2010 for the course CEE 3040 at Cornell.

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