Mar 16, 2013 #1 S SherlockBenedict Member level 4 Joined Dec 26, 2011 Messages 77 Helped 0 Reputation 0 Reaction score 0 Trophy points 1,286 Activity points 1,870 I want to summarize certain things in probability that are useful for communication. I would just like to know if they are correct- Var(a+b) = Var(a) + Var(b) + 2 R(ab) where R() indicates correlation given that two Z= X+ Y mean square value of Z= Mean square value of (X + Y) and mean square value of Z = Mean square value of X + Mean square value of Y if X and Y are uncorrelated Are these correct? Last edited: Mar 16, 2013
I want to summarize certain things in probability that are useful for communication. I would just like to know if they are correct- Var(a+b) = Var(a) + Var(b) + 2 R(ab) where R() indicates correlation given that two Z= X+ Y mean square value of Z= Mean square value of (X + Y) and mean square value of Z = Mean square value of X + Mean square value of Y if X and Y are uncorrelated Are these correct?
Mar 17, 2013 #2 S Shug Member level 1 Joined Mar 17, 2013 Messages 38 Helped 9 Reputation 18 Reaction score 9 Trophy points 1,288 Location San Jose, CA Activity points 1,533 Everything is correct except that \[var(a+b) = var(a) + var(b) + 2*covar(a,b)\]. The correlation between a and b is defined as \[R(a,b) = \frac{covar(a,b)}{\sqrt{var(a)var(b)}\].
Everything is correct except that \[var(a+b) = var(a) + var(b) + 2*covar(a,b)\]. The correlation between a and b is defined as \[R(a,b) = \frac{covar(a,b)}{\sqrt{var(a)var(b)}\].