# Covariance

• October 14th 2008, 03:23 AM
batman
Covariance
What is Cov(f(X),X) , with f a given function and X a random variable?
• October 14th 2008, 03:27 AM
batman
I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X]
• October 14th 2008, 04:46 AM
mr fantastic
Quote:

Originally Posted by batman
I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X]

$E[X f(X)] = \int_{-\infty}^{+\infty} x f(x) \, g(x) \, dx$ where g(x) is the pdf of X.