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@schwarz3374

数学 Cov(X, Y)のcovとは?

Posted at

Cov

Covは英語の「Covariance(共分散)」の略。Cov(X,Y)の場合、XとYの共分散のことを言っている。

共分散

共分散は、「Xの偏差　×　Yの偏差」の平均と定義されている。期待値記号を使って書くと、
E[(X-μX)(Y-μY)]
となる

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