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= E(X Z X)E(Y Y) = 0 3 Correlation The units of covariance Cov(X;Y) are 'units of Xtimes units of Y' This makes it hard to compare covariances if we change scales then the covariance changes as well Correlation is a way to remove the scale from the covarianceE X I B I T 34 likes · 35 talking about this This page specially created for 'A' grade high school student of Bangladesh,those wants to get international scholarship,stipend & education loanWe areBy Jensen's inequality, Ef(X) ≥ f(EX) for any convex function f If f is twice differentiable and its second derivative is nonnegative, then f is convex For f(x) = xk, the second derivative is f00(x) = k(k −1)xk−2 which is nonnegative if x ≥ 0 2 (MU 27) Let X and Y be independent geometric random variables, where X has A A A A A A A A A E A A A Aºa A A A A A A A A Aµ A A A A A A A A A A A A A Aµa A A A A Aµ Youtube Ex ibm

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