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Thread: computing variance

  1. #1
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    computing variance

    computing variance-screen-shot-2012-12-01-2.59.17-pm.png

    in the last line of the above, why is the last expression not 2ab sigma xy? why is it just ab when the line above says 2abCov(X,Y)
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  2. #2
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    Re: computing variance

     \sigma_{XY} = Cov(X,Y) Its just notation. For example  \sigma_x = Cov(x,x) = \sigma_{XX}
    Sorry i miss read you question. It looks like they have a typo.
    Last edited by Scopur; Dec 1st 2012 at 11:45 AM.
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