Bivariate: Difference between revisions
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(Created page with "Consider two numerica random variables <math>X</math> and <math>Y</math>. We can measure their ''covariance''. <math>Cov(X, Y)</math> The '''correlation''' of two random variables measures the '''line dependent''' between <math>X</math> and <math>Y</math> <math> Cor(X, Y) = \rho = \frac{Cov(X,Y)}{sd(X) sd(Y)} </math>") |
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Cor(X, Y) = \rho = \frac{Cov(X,Y)}{sd(X) sd(Y)} | Cor(X, Y) = \rho = \frac{Cov(X,Y)}{sd(X) sd(Y)} | ||
</math> | </math> | ||
= Bivariate Normal = | |||
The '''bivariate normal''' is one special type of continuous random | |||
variable. | |||
Revision as of 17:48, 18 March 2024
Consider two numerica random variables and . We can measure their covariance.
The correlation of two random variables measures the line dependent between and
Bivariate Normal
The bivariate normal is one special type of continuous random variable.
