Isn't it the same as getting the variance of the product of the independant
uncorrelated variables A & B ?
Y.
"John Smith" <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> If I have 3 variables defined as follows:
>
> A, B as independent, uncorrelated values
The answer is E(CA)=EA*EB. This is why:
You have C=A*B. Therefore, E(CA)=E((A**2)*B))=E(A*B)=EA*EB.
The second to last equality holds because A**2=A, and the last one is
correct because A and B are independent.
Vadim
[EMAIL PROTECTED] (John Smith) wrote:
> If I have 3 variables defined as follo
are you saying that you have variables X, Y, and Z ... and, X and Y are
uncorrelated and, Z is the sum of X and Y? ... and you want to find the
covariance (or r i assume) between X and Z?
(or between Y and Z ... same difference)
here is a hint
if X and Y are independent, it is like having two
If I have 3 variables defined as follows:
A, B as independent, uncorrelated values of 0 or 1
C defined as the logical AND of A&B, such that C=1 if and only if both
A & B =1, and 0 otherwise.
Example
A=1, B=0 then C=0
A=0, B=1 then C=0
A=0, B=1 then C=0
A=1, B=1 then C=1
My question is, what is
