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The covariance in expected value notation is Cov(X,Y)= E[(X - x)(Y-Hy)]. a. Show that this is equivalent to E(XY) - E(X)E(Y). b. Using the result from part (a) above, if X and Y are independent, what does this imply about the E(XY)?

The covariance in expected value notation is Cov(X,Y)= E[(X - x)(Y-Hy)]. a. Show that this is equivalent to E(XY) - E(X)E(Y). b. Using the result from part (a) above, if X and Y are independent, what does this imply about the E(XY)?

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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The covariance in expected value notation is Cov(X,Y)= E[(X-Hx) (Y - My)]. a. Show that this is equivalent to E(XY) - E(X)E(Y). b. Using the result from part (a) above, if X and Y are independent, what does this imply about the E(XY)?
Transcribed Image Text:The covariance in expected value notation is Cov(X,Y)= E[(X-Hx) (Y - My)]. a. Show that this is equivalent to E(XY) - E(X)E(Y). b. Using the result from part (a) above, if X and Y are independent, what does this imply about the E(XY)?
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