cov (X,Y) != 0 does not imply X independent of Y Example. X ~ N(0,1) Y = X 2

5
cov(X,Y) != 0 does not imply X independent of Y Example. X ~ N(0,1) Y = X 2 Cov(X,Y) = E(XY) – E(X) E(Y0 There is a time series variant

description

cov (X,Y) != 0 does not imply X independent of Y Example. X ~ N(0,1) Y = X 2 Cov (X,Y) = E(XY) – E(X) E(Y0 There is a time series variant. - PowerPoint PPT Presentation

Transcript of cov (X,Y) != 0 does not imply X independent of Y Example. X ~ N(0,1) Y = X 2

Page 1: cov (X,Y) != 0 does not imply X independent of Y Example. X  ~ N(0,1)       Y = X 2

cov(X,Y) != 0 does not imply X independent of Y

Example.

X ~ N(0,1) Y = X2

Cov(X,Y) = E(XY) – E(X) E(Y0

There is a time series variant

Page 2: cov (X,Y) != 0 does not imply X independent of Y Example. X  ~ N(0,1)       Y = X 2
Page 3: cov (X,Y) != 0 does not imply X independent of Y Example. X  ~ N(0,1)       Y = X 2
Page 4: cov (X,Y) != 0 does not imply X independent of Y Example. X  ~ N(0,1)       Y = X 2
Page 5: cov (X,Y) != 0 does not imply X independent of Y Example. X  ~ N(0,1)       Y = X 2