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Math Help - cov

  1. #1
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    cov

    given that f and g are random variables where
    values of f and g are( seen in the table below)

    f: 8 5 3 5 7
    g:9 7 3 8 8

    find the sample covariance and variance of f and g.

    may i know what formula i have to use to find that?


    i thought that the cov of two constants are 0?
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  2. #2
    Super Member Failure's Avatar
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    Quote Originally Posted by alexandrabel90 View Post
    given that f and g are random variables where
    values of f and g are( seen in the table below)

    f: 8 5 3 5 7
    g:9 7 3 8 8

    find the sample covariance and variance of f and g.

    may i know what formula i have to use to find that?
    Sample mean and sample covariance - Wikipedia, the free encyclopedia

    i thought that the cov of two constants are 0?
    That's right, but the two functions are not constant, obviously.
    First you have to determine the means \overline{f},\overline{g} of f and g, respectively. Then you get your sample covariance like this

    \mathrm{cov}(f,g)=\frac{1}{5-1}\sum_{i=1}^5(f_i-\overline{f})\cdot (g_i-\overline{g})
    since your sample size is 5. The sample variance of f and of g are just \mathrm{var}(f)=\mathrm{cov}(f,f) and \mathrm{var}(g)=\mathrm{cov}(g,g), respectively.
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