Posted by haifeng on 2020-06-08 10:34:34 last update 2020-06-08 10:36:42 | Answers (1) | 收藏
证明:
\[ \mathrm{Cov}(X,Y)=E(XY)-\mu_X\cdot\mu_Y \]
回忆, 协方差的公式为
\[ \mathrm{Cov}(X,Y)=E\bigl[(X-\mu_X)(Y-\mu_Y)\bigr] \]
