diff --git a/semester4/ps/ps-rb/main.pdf b/semester4/ps/ps-rb/main.pdf index 3de8312..c383e35 100644 Binary files a/semester4/ps/ps-rb/main.pdf and b/semester4/ps/ps-rb/main.pdf differ diff --git a/semester4/ps/ps-rb/parts/03_expectation.tex b/semester4/ps/ps-rb/parts/03_expectation.tex index 2861320..5bf26b2 100644 --- a/semester4/ps/ps-rb/parts/03_expectation.tex +++ b/semester4/ps/ps-rb/parts/03_expectation.tex @@ -172,20 +172,21 @@ $$ \begin{align*} \text{(i)}\quad & \text{cov}(X,Y) \geq 0 \\ \text{(ii)}\quad & \text{cov}(X,Y) = \text{cov}(Y,X) \\ - \text{(iii)}\quad & X,Y \text{ unabh. } \implies \text{cov}(X,Y) = 0 \\ + \text{(iii)}\quad & X,Y \text{ unabh. } \implies \text{cov}(X,Y) = 0\quad \text{\subtext{Nicht umgekehrt!}} \\ \text{(iv)}\quad & \V[X \pm Y] = \V[X] + \V[Y] \pm 2\text{cov}(X,Y) \\ \text{(v)}\quad & \text{cov}\Biggl( \sum_{i=1}^{n}X_i,\sum_{j=1}^{n}Y_i \Biggr) = \sum_{i=1}^{n}\sum_{j=1}^{n}\text{cov}(X_i,Y_j) \\ \text{(vi)}\quad & \text{cov}(aX+b, cY+d) = ac\cdot\text{cov}(X,Y) \\ \text{(vii)}\quad & \text{cov}\Bigl(X, (eY+f) + (gZ+h)\Bigr) = e\text{cov}(X,Y) + g\text{cov}(X,Z) \end{align*} -\definition \textbf{Kovarianzmatrix} -$$ +\definition \textbf{Kovarianzmatrix} \subtext{$\quad \textbf{X} = (X_1,\ldots,X_n)^\top$} +{\small + $$ \Sigma = \text{cov}(\textbf{X}) = \begin{bmatrix} \V[X_1] & \text{cov}(X_1,X_2) & \cdots & \text{cov}(X_1,X_n) \\ \text{cov}(X_2,X_1) & \text{cov}(X_2,X_2) & \cdots & \text{cov}(X_2,X_n) \\ \vdots & \vdots & \ddots & \vdots \\ \text{cov}(X_n,X_1) & \text{cov}(X_n,X_2) & \cdots & \text{cov}(X_n,X_n) \end{bmatrix} -$$ -\subtext{$\textbf{X} = (X_1,\ldots,X_n)^\top$} + $$ +}