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Correlation And Covariance-Probability and Stochastic Processes-Lecture Slides, Slides of Probability and Stochastic Processes

Probability and Stochastic Processes course is part of basic science because of its usage in many fields. Most of its concepts are explained by using common examples like coin toss, rolling dice, deck of cards. Prof Mayur Somnath delivered this lecture to discuss Separation, Covariance, Coefficient, JOint, Correlation, Random, Pair, Format, Standard, Surface

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2011/2012

Uploaded on 08/04/2012

saroj
saroj 🇮🇳

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Download Correlation And Covariance-Probability and Stochastic Processes-Lecture Slides and more Slides Probability and Stochastic Processes in PDF only on Docsity! CS723 - Probability and Stochastic Processes docsity.com Lecture No. 20 docsity.com Correlation & Covariance fXY(x,y) = (2x + y)/1500 for (x,y) ε [0,10]x[0,10] fX(x) = (2x + 5)/150 & fY(y) = (y + 10)/150 X = 55/9 , Y = 50/9 , RXY = 100/3 docsity.com Correlation & Covariance fXY(x,y) = {2(x-2)+(y-3)}/1500 (x,y) ε [2,12]x[3,13] fX(x) = (2x + 1)/150 & fY(y) = (y + 7)/150 X = 73/9 , Y = 77/9 , RXY = 619/9 docsity.com Correlation & Covariance fXY(x,y) = {2(x - 55/9) + (y – 50/9)}/1500 for x ε [-55/9,35/9] and y ε [-50/9,40/9] X = 0 , Y = 0 , RXY = CovXY = -50/81 docsity.com Correlation & Covariance X = Y = 5, RXY = 25, and CovXY = 0 docsity.com Correlation & Covariance fXY(x,y) = 1/18 if (x+1) > y > (x-1) & (9 – x) > y > (-9-x) X = Y = 0, RXY = CovXY = 20/3 docsity.com Correlation & Covariance fXY(x,y) = 1/18 if (x+9) > y > (x-9) & (1 – x) > y > (-1-x) X = Y = 0, RXY = CovXY = -20/3 docsity.com