Results 1 to 2 of 2

Math Help - normal distribution

  1. #1
    Member
    Joined
    Nov 2006
    Posts
    139

    normal distribution

    Consider two normal distribution , the covariance between them is zero right? Because covariance only measures liear relation, right? Thanks
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Grand Panjandrum
    Joined
    Nov 2005
    From
    someplace
    Posts
    14,972
    Thanks
    4
    Quote Originally Posted by 0123 View Post
    Consider two normal distribution , the covariance between them is zero right? Because covariance only measures liear relation, right? Thanks
    Wrong. Consider x, y indepedent and both ~N(0,1), then (x+y)/sqrt(2) and x
    are both ~N(0,1), but have non-zero covariance.

    RonL
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 1
    Last Post: December 27th 2011, 02:08 PM
  2. normal distribution prior and posterior distribution proof
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: March 9th 2011, 07:12 PM
  3. Replies: 2
    Last Post: March 29th 2010, 03:05 PM
  4. Replies: 3
    Last Post: February 6th 2009, 04:59 AM
  5. Replies: 1
    Last Post: April 20th 2008, 07:35 PM

Search Tags


/mathhelpforum @mathhelpforum