(New page: Since the equation for the correlation coefficient is <math> p(x,y) = \fraq{cov(X,Y)}{\sqrt{var(X)}\sqrt{var(Y)}} </math>) |
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| − | + | Does any one know what to do to the variance when multiplied by a number? I know that when added together: | |
| − | <math> p(x,y) = \ | + | <math> Z = X + Y => Var(Z) = Var(X + Y) </math> |
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| + | I seem to remember something like: | ||
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| + | <math> Z = aX => Var(Z) = a^2Var(X) </math> | ||
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| + | This may be completely wrong... | ||
| + | |||
| + | b)Since the equation for the correlation coefficient is | ||
| + | |||
| + | <math> p(x,y) = \frac{cov(X,Y)}{\sqrt{var(X)}\sqrt{var(Y)}} </math> | ||
Revision as of 11:09, 8 December 2008
Does any one know what to do to the variance when multiplied by a number? I know that when added together:
$ Z = X + Y => Var(Z) = Var(X + Y) $
I seem to remember something like:
$ Z = aX => Var(Z) = a^2Var(X) $
This may be completely wrong...
b)Since the equation for the correlation coefficient is
$ p(x,y) = \frac{cov(X,Y)}{\sqrt{var(X)}\sqrt{var(Y)}} $
