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simoneuni
.fedelissimo.

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 Question dubbio sulla var

TEMA DEL 7/4/2004

ESERCIZIO 2.2

D= X-Y X indipendente da Y
E[X]=u
E[Y]=u

quindi il E[D]=0

esprimere la var[D]=????? non mi tornano i conti

in quanto la formula var[a+b]=var(a)+var(b)-2cov(a,b)
11-06-2007 12:37
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imperator
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ciao,

Se X indip. da Y, allora Cov (X,Y)=0;

quindi Var (X-Y)= var(x)+var(Y)-2 cov(X,Y) = var(X)+var(Y)
11-06-2007 12:44
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simoneuni
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è vero :-)
troppo studio mi porta alla rovina :-)
11-06-2007 12:51
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