then if A is larger than its expected value B is likely to be smaller than its

# Then if a is larger than its expected value b is

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then if A is larger than its expected value, B is likely to be smaller than its expected value Independence : but the converse is not true: Some pairs of random variables may have a covariance of 0 but are not independent. Only under some additional assumptions (e.g., the data follow multivariate normal distributions) does a covariance of 0 imply independence Perbandingan dengan koefisien korelasi : ? ? , ? = ??? ( ? , ? ) ? ? ? ? ??? ( ? , ? ) = ? ( ? ? ) ´ ? ´ ?

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Data Mining Data Preprocessing 2 An Example of Covariance Analysis 16 Suppose two stocks A and B have the following values in one week: . Question: If the stocks are affected by the same industry trends, will their prices rise or fall together? Thus, A and B rise together since .
Data Mining Data Preprocessing 2 An Example of Correlation & Covariance Analysis Tabel Harga Saham untuk AllElectronics dan HighTech 17 Time Point AllElectronics HighTech t1 6 20 t1 5 10 t3 4 14 t4 3 5 t5 2 5 Jika saham dipengaruhi oleh tren industri yang sama, apakah harga saham keduanya naik atau turun bersama? Berdasarkan analisis kovarian dan korelasi, disimpulkan bahwa harga saham kedua perusahaan meningkat bersama-sama.

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Data Mining Data Preprocessing 2 Questions 18 Next time: Data Preprocessing 3 Reading: Han Ch. 3
• Winter '18
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