来自李玉清的问题
协方差cov(x,-y)=-cov(x,y)吗
协方差cov(x,-y)=-cov(x,y)吗
1回答
2020-01-23 21:51
协方差cov(x,-y)=-cov(x,y)吗
协方差cov(x,-y)=-cov(x,y)吗
设:E{X}=a,E{Y}=b
则:cov(x,y)=E{(X-a)(Y-b)}
=E{XY}-ab-ab+ab
=E{XY}-ab
所以:cov(x,-y)=E{(X-a)(-Y+b)}
=-E{XY}+ab
=-cov(X,Y)