Math Forum http://mathforum.org/kb List of forum topics en Re: computing covariance from joint CDF and marginal CDF http://mathforum.org/kb/thread.jspa?messageID=8295214&tstart=0#8295214 > cov(X,Y)=double integral(F_X,Y
> (x,y)-F_X(x)*F_Y(y))dxdy

Hi,

could you give a hint how to]]> Feb 10, 2013 8:42:09 AM Feb 10, 2013 8:42:09 AM kolibris 0 Re: computing covariance from joint CDF and marginal CDF http://mathforum.org/kb/thread.jspa?messageID=7930190&tstart=0#7930190 > Hi,
>
> i know there exists a formula]]> Nov 29, 2012 10:50:14 PM Nov 29, 2012 10:50:14 PM zhangwenchang89@gmail.com 1 computing covariance from joint CDF and marginal CDF http://mathforum.org/kb/thread.jspa?messageID=5197623&tstart=0#5197623
i know there exists a formula expressing the covariance
E[(X-E(X))(Y-E(Y))] between X and Y, involving a double integral of
F_X(x),]]> Oct 1, 2006 6:00:07 AM Oct 1, 2006 6:00:07 AM regis.lebrun@eads.net 2