作者Howsi (VC)
看板Statistics
标题[问题] 成大工管统计考古题
时间Tue Dec 16 23:30:36 2008
Consider the expression Cov(aX,bY+c) for random variables X and Y , where a,b
and c are constants.
(a)Show that Cov(aX,bY+c) = abCov(X,Y)
(b)Give the geometric interpretation for the equality given in (a).
请问这两题要怎麽写才算比较详尽呢？
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1F：推 loveliver:(a)带共变数定义:Cov(X,Y)=E[(X-E(X))*(Y-E(Y))] 12/17 18:00