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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

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Back to ECE302 Spring 2013, Prof. Boutin

Alumni Liaison

Correspondence Chess Grandmaster and Purdue Alumni

Prof. Dan Fleetwood