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Here is the question: You are given the following for a sample of five observations from a bivariate distribution:

x y

1 4

2 2

4 3

5 6

6 4

$\bar{x}= 3.6$, $\bar{y} = 3.8$

A is the covariance of the empirical distribution F(underscore e) as defined by these five observations.

B is the maximum possible covariance of an empirical distribution with identical marginal distributions to $F_e$.

Determine $B - A$.

What does the line on top of a variable mean?

  • 5
    In this context $\overline x$ and $\overline y$ are the mean values of $x$ and $y$, i.e., the ordinary arithmetic means of the five values that you’re given.2012-12-11
  • 0
    Oh, so they are. I thought they were giving me new information. Thanks!2012-12-11
  • 0
    My pleasure. $\,$2012-12-11

0 Answers 0