By: Neil E. Cotter

Probability

 

 

Products of rand vars

 

 

Mean, variance formulas

 

 

 

 
 
 

 

Tools:    The table below summarizes the values for means and variances of combinations of random variables.

Mean (or Expected Value), 2 Independent random variables

Covariance, any 2 random variables

Covariance, 2 Independent random variables

Correlation, any 2 random variables

Correlation, 2 Independent random variables