Theorems about mean, variance. Properties of mean, variance for one random variable X, where a and b are constant: • E[aX+b] = aE[X] + b • Var(aX+b) = a 2 Var(X) • Var(X) = E[X 2 ] – (E[X]) 2
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m = 0.693
Definition. The covariance between r.v.’s X and Y, denoted by Cov(X,Y), is defined by