•  
  •  
  •  
  •  
  •  
  •  
  •  
  •  
  •  
  •  
더 보기

공분산(r1 Blame)

r1
r1
2a04:4e41:61:1::3bea:42ed

(새 문서) 		1공분산을 구하는 방법:
2{{{#!wiki style="text-align: center"
3[br][math(\begin{aligned}{\rm Cov}(X,\,X)&=\sigma_{XX}\\&=\displaystyle\frac{1}{N}\sum_{i=1}^n (X_i-\mu_X)(X_i-\mu_X)\\&=\frac{1}{N}\sum_{i=1}^n (X_i-\mu_X)^2\\&={\mathbb E}[(X-\mu)^2]\\&={\rm Var}[X] \\ \\S_{XX}&=\displaystyle\frac{1}{n-1}\sum_{i=1}^n {(X_i-\bar X)(X_i-\bar X)}\\&=\frac{1}{n-1}\sum_{i=1}^n (X_i-\bar X)^2\\&={S_X}^2\end{aligned})]}}}