Find the Covariance of X and Y, the Cov(X,Y)=E[XY]-E[X]E[Y]

Liesehf

Liesehf

Answered question

2021-11-20

Find the Covariance of X and Y

Cov(X,Y)=E[XY]-E[X]E[Y]

Find the expection of single variables. I'm having troubles evaluation E[XY]. Can it be X·E[Y]?

 SmokerNon-SmokerTotalHeart Attack0.030.030.06No Heart Attack0.440.500.94Totals0.470.53 

Answer & Explanation

Mespirst

Mespirst

Beginner2021-11-21Added 17 answers

Nope, XE(Y) is not avalid option. That is a random variable while E(XY) is a constant.
What we can say is that: E(XY)=E(XE(YX))
But we really do need to know what the joint distribution is to say more (or at least a marginal and conditional distribution).
E(XY)=R2xyfX,Y(x,y)dxdy=xyxyP(X=x,Y=y)
E((XE(YX))=RxfX(x)RyfYX=x(y)dydx=yP(X=x)yyP(Y=yX=x)
And so forth.

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