The scalar algebra of means covariances and correlations - PDF document

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Uploaded On 2017-03-30

The scalar algebra of means covariances and correlations - PPT Presentation

LINEARTRANSFORMATIONRULES33Theorem31TheMeanofaLinearTransformLetYandXrepresenttwolistsofNnumbersIfforeachyiwehaveyiaxibthen ya xbIfYandXrepresentrandomvariablesandifYaXbthenEYaE ID: 332676

LINEARTRANSFORMATIONRULES33Theorem3.1(TheMeanofaLinearTransform)LetYandXrepre-senttwolistsofNnumbers.If foreachyi wehaveyi=axi+b then y=a x+b.IfYandXrepresentrandomvariables andifY=aX+b thenE(Y)=aE(

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