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By: Neil E. Cotter |
Probability |
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Products of rand vars |
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Mean, variance formulas |
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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