Observed correlation does not imply causation prove

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Observed correlation does NOT imply causation
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Prove the follwing ( ) ( ) var var var 2cov , cov 0 X Y X Y X Y X Y if X Y + = + + = 2 , var var aX a X = Intuition: the variance of each affects the total variance, but if one decreases with the increase of the other this should affect the total variance If independent, of course there is not association. Scaling a r.v. increases or decreases the spread depending on whether the scale “a” is larger or smaller than one.
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Geometry of the Multivariate Gaussian
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Moments of the Multivariate Gaussian (1)
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Moments of the Multivariate Gaussian (2)
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Partitioned Gaussian Distributions
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  • Spring '10
  • WaleedA.Yousef
  • Probability theory, Bayesian probability, µx, Bayes Bayes, Probability Probability Theory

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