[PS] Examples

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RobinB27
2026-08-19 15:32:41 +02:00
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\begin{align*}
\text{(i)}\quad & \text{cov}(X,Y) \geq 0 \\
\text{(ii)}\quad & \text{cov}(X,Y) = \text{cov}(Y,X) \\
\text{(iii)}\quad & X,Y \text{ unabh. } \implies \text{cov}(X,Y) = 0\quad \text{\subtext{Nicht umgekehrt!}} \\
\text{(iii)}\quad & X,Y \text{ unabh. } \implies \text{cov}(X,Y) = 0\\
& \text{\color{gray}\footnotesize Nicht umgekehrt, $Y=X^2$ hat z.B. $\text{Cov}(X,Y)=0$} \\
\text{(iv)}\quad & \V[X \pm Y] = \V[X] + \V[Y] \pm 2\text{cov}(X,Y) \\
\text{(v)}\quad & \text{cov}\Biggl( \sum_{i=1}^{n}X_i,\sum_{j=1}^{n}Y_i \Biggr) = \sum_{i=1}^{n}\sum_{j=1}^{n}\text{cov}(X_i,Y_j) \\
\text{(vi)}\quad & \text{cov}(aX+b, cY+d) = ac\cdot\text{cov}(X,Y) \\