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单词 population covariance
释义
population covariance

Statistics
  • For two random variables X and Y, this is the difference between the expected value of their product and the product of their separate expected values. It is denoted by Cov (X,Y):population covariance

    If X and Y are independent then Cov(X, Y)=0. However, if Cov(X, Y)=0 then X and Y may not be independent. A useful result is

    Var(aX+bY)=a2Var(X)+2ab Cov(X, Y)+b2Var(Y), where Var denotes variance, and a and b are constants. The term 'covariance' was used by Sir Ronald Fisher in 1930. See also population correlation coefficient.


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