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I am reading this Covariance notes and it has the following explanation:

$$cov(X, Y) = \langle(X-\mu_X)(Y-\mu_Y)\rangle$$ $$=\langle X Y\rangle - \mu_X\mu_Y$$

where $\mu_X = \langle X \rangle, \mu_Y = \langle Y \rangle$ are the respective means, which can be written as:

$$cov(X, Y) = \sum\limits_{i=1}^N\frac{(x_i-\bar{x})(y_i-\bar{y})}{N}$$

As a result $$\langle XY \rangle - \langle X \rangle\langle Y \rangle = \sum\limits_{i=1}^N\frac{(x_i-\bar{x})(y_i-\bar{y})}{N}$$

What is $\langle X \rangle$?

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    Expected value, more typically written $\text{Cov}(X,Y)=E[XY]-E[X]E[Y]$.2017-01-16

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