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Statistika (za biologe, 2.dio) - Pmf

Statistika (za biologe, 2.dio) - Pmf

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Za sl. varijable X i Y definiramo kovarijancu od X i Y kao<br />

Lako se vidi da vrijedi<br />

cov(X, Y ) = E[(X − EX)(Y − EY )].<br />

cov(X, Y ) = E(XY ) − EXEY.<br />

Posebno je <strong>za</strong> ne<strong>za</strong>visne sl. varijable X i Y cov(X, Y ) = 0.

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