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Cara Wales English 2 cards

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  1. 1Chapter 14 - Expectation For any random variables X and Y and any constants a and b: Var(aX+bY)=? Cov(aX+bY,cX+dY)=? Cov(X+Y,Z)=? Cov(SIGMAaiXi,SIGMAbjYj)a^2Var(X)+2abCov(X,Y)+b^2Var(Y)
    acVar(X)+bdVar(Y)+(ad+bc)Cov(X,Y)
    Cov(X,Z)+Cov(Y,Z)
    SIGMAi=1SIGMAj=1[aibjCov(Xi,Yj)
  2. 2Chapter 14 - Conditional Expectation For any random variable X and Y the following hold: E[X¦Y=y]=? Ey(E[X¦Y])=? E[Y¦X=x]=? Ex(E[Y¦X])=?integral[x] xfx¦Y=y(x¦y)dx
    E(X)
    integral[y] yfy¦X=x(y¦x)dy
    E(Y)

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Flashcards on Untitled, created by Cara Wales on 28/01/2016.
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Cara Wales
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