Note on probability and statistics

一些定义 Variance \[ Var(X)=D(X)=E((X-E(X))^2)=E(X^2)-E^2(X) \] Covariance \[ Cov(X,Y)=E((X-E(X))(Y-E(Y)))=E(XY)-E(X)(Y) \] 特别地 \[ Cov(X,X)=Var(X) \]     Read more
tigertang's avatar
tigertang Dec 01, 2017