lec6-handout

Lec6-handout

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: SD(X) i.e. Var(aX)=a2 Var (X). • Formula V3: Var(aX + bY + c) = a2Var(X) + b2Var(Y) + 2abCov(X,Y) COVARIANCE FORMULAE Formula C1: Cov(X,Y)=Cov(Y,X) Formula C2: Cov(aX, bY) = ab Cov(X,Y) Formula C4: Cov(X,X)=Var(X) Formula C5: 1. Independence implies Correlation 0. Cov(X+c, Y) = Cov(X,Y) Formula C3: NOTES:- Cov(X,Y)=SD(X) × SD(Y) × Corr(X,Y) Formu...
View Full Document

This note was uploaded on 01/15/2014 for the course BUAD 310 taught by Professor Lv during the Fall '07 term at USC.

Ask a homework question - tutors are online