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Math Help - PLEASE HELP!joint probability distribution

  1. #1
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    PLEASE HELP!joint probability distribution

    Consider a joint probability distribution. I have a table where the price variations of the two variables and the joint distributions are represented. They are NOT independent.
    How do I calculate the covariance? I know the formula E(X*Y)-E(x)E(Y)

    but how do I use that practically? Thans!
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by 0123 View Post
    Consider a joint probability distribution. I have a table where the price variations of the two variables and the joint distributions are represented. They are NOT independent.
    How do I calculate the covariance? I know the formula E(X*Y)-E(x)E(Y)

    but how do I use that practically? Thans!
    E(XY) = \int xy ~p(x,y) dx~dy

    E(X) = \int x ~p(x,y) dx~dy

    E(Y) = \int y ~p(x,y) dx~dy

    If the distribution is discrete interpret the integrals as sums

    RonL
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