| Line 19: | Line 19: | ||
===Auto-Correlation=== | ===Auto-Correlation=== | ||
| − | + | ||
| + | <math> \big{E((X-E(X))(Y-E(Y))}</math> | ||
==Covariance== | ==Covariance== | ||
Revision as of 17:49, 30 April 2013
Correlation vs Covariance
Student project for ECE302
by Blue
Correlation
$ \rho (X,Y) = \frac{cov(X,Y)}{ \sqrt{var(X)var(Y)} } $
Auto-Correlation
$ \big{E((X-E(X))(Y-E(Y))} $
Covariance
text
Auto-Covariance
text
