Statistik Multi-dimensi

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GD2212 - Hitung Perataan I B. Setyadji, Maret 2005kovariansih(˜x, ỹ) = [(˜x − E(˜x))(ỹ − E(ỹ))] = [(˜x − µ x )(ỹ − µ y )]makacov(˜x, ỹ) = σ xy = E[h(˜x, ỹ)] = E[(˜x − µ x )(ỹ − µ y )]atauσ xy = ∫ ∞−∞∫ ∞−∞ (x − µ x)(y − µ y )f(x, y)dxdyKoefisien korelasiρ xy = σ xyσ x σ y= E{ (˜x−E(˜x)σ x· (ỹ−E(ỹ))σ y}– Typeset by FoilTEX – 4