(New page: To find cov(X,Y) E[XY]=E[(Y+N)*Y]=E[Y^2]+E[Y]*E[N] (Y and N are independent) E[Y^2]= var[Y]-(E[Y])^2= 0 E[XY]=0 cov(X,Y)=E[XY]-E[X]*E[Y]= - (1/lamda)^2 I solve cov(X,Y) in this way...) |
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Revision as of 19:40, 9 December 2008
To find cov(X,Y) E[XY]=E[(Y+N)*Y]=E[Y^2]+E[Y]*E[N] (Y and N are independent)
E[Y^2]= var[Y]-(E[Y])^2= 0
E[XY]=0
cov(X,Y)=E[XY]-E[X]*E[Y]= - (1/lamda)^2
I solve cov(X,Y) in this way. Is it right ??
