Question: Given two random variablesX=(1,4) ,Y=(2,3) , find the covariance matrix associated with these two random variables. Remember that the covariance matrix can be written as=(var(X)
Given two random variablesX=(1,4)
,Y=(2,3)
, find the covariance matrix associated with these two random variables. Remember that the covariance matrix can be written as=(var(X)
cov(X,Y)
cov(X,Y)
var(Y)
)
, wherevar()
stands for the variance of the random variable andcov()
is the covariance between two random variables.
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