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September 20th, 2011, 04:15 PM  #1 
Newbie Joined: Sep 2011 Posts: 2 Thanks: 0  correlation coefficient
So here's the thing... I think I only need to know how to get the expected value of two dependent variables , but just in case I'm wrong I'll give you all the data. Let be independent random variables with uniform distribution over a closed interval . Then we define variables and . We're looking for a corelation coeficient between and , where this is its formulae: and are expected value and dispersion respectively for a variable . For is the cumulative distribution function of a variable : and probability density: So we can get the expected value of : Analogous for : As expected due to the simetry of and over . \\ Now we need the expected value of the product of : Now the dispersions: I thank you in advance for all your help, matmul 
October 24th, 2011, 08:11 AM  #2 
Newbie Joined: Sep 2011 Posts: 2 Thanks: 0  Re: correlation coefficient
i suppose noone knows the answer?


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