Results 1 to 5 of 5

- November 30th 2006, 03:02 AM #1

- Joined
- Nov 2006
- Posts
- 136

## Cov(X,YZ)

Hi there

i posted this in the advanced stats page, but now seems i really have to figure this out asap, so ive posed it here.

I was wondering if someone can explain to me why the expansion of Cov(X,YZ) is

<(X-<X>)(Y-<Y>)(Z-<Z>)> + <Y>Cov(X,Z) + <Z>Cov(X,Y)

i think it has something to do with the identities. Ive tried to mimc the expansion of Cov(X+Y,Z) as this should be similar, but i dont get the answer

anyhelp would be much appreciated

- November 30th 2006, 12:54 PM #2

- Joined
- Nov 2005
- From
- someplace
- Posts
- 14,972
- Thanks
- 5

- December 1st 2006, 06:41 AM #3

- Joined
- Nov 2006
- Posts
- 136

- December 1st 2006, 07:13 AM #4

- Joined
- Nov 2005
- From
- someplace
- Posts
- 14,972
- Thanks
- 5

- December 2nd 2006, 03:33 AM #5

- Joined
- Nov 2006
- Posts
- 136