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===Auto-Correlation===
 
===Auto-Correlation===
 
+
text
<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

text

Covariance

text

Auto-Covariance

text


Back to ECE302 Spring 2013, Prof. Boutin

Alumni Liaison

Correspondence Chess Grandmaster and Purdue Alumni

Prof. Dan Fleetwood