Solved Examples of the Covariance

This lecture explains the #covariance, auto-covariance matrix and its properties.
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[@anshtanwar1813]

at 11:49 variance of y is 9 instead of 16 that makes the answer 0. Thanks for your helpful explanation sir.

[@DrHarishGarg]

Yes, you are right

[@farwizahzak820]

great lectures sir. i was able to understand everything perfectly

[@DrHarishGarg]

Many thanks.... Join my telegram link of Probability and Statistics t.me/gargProbability

[@chitrax]

thank you so much sir for all your lectures, amazing content great help

[@Krish_Nambyal_Bisht169]

12:12 e(uv)=275 hence , cov(u,v)= 0

[@deepanshusharma11]

at 21:02 if i am not taking common the E(y) is coming 17/15 instead of 8/15

[@sambhavmishra5423]

Tum bht mast kaam krta hai Harish Bhai

[@arsenem6447]

var (y)=9 so may be cov(u,v)=0 thank you sir

[@ArhumNaveed]

Good vid dude

[@biostatisticsresearch4591]

Thank you for your helpful explanation. Can we get these slides , please?

[@DrHarishGarg]

Many thanks.... Join my telegram link of Probability and Statistics t.me/gargProbability

[@nimbu-fd4vf]

Sir I have a doubt At 12:10 Why can't we solve with properties in following way Cov( 3X+4Y , 3X - Y) = 9 Cov(X,X) - 3 Cov(X,Y)+ 12Cov(Y,X) - 4 Cov(Y,Y) middle terms vanish due to independence and symmety and since Cov(X,X) = var(x) =S.D.² = 9 (2²) - 4(3²) = 0

[@DrHarishGarg]

You can do either by property or by calculation, you will always get same answer.... Here, in the lecture, i calculate E(Y^2), i took inadvertently S.D (Y) as 4 instead of given 3. ... Correct is 9+100 instead of 16+100 so after correction, answer is same as 0... Otherwise, took S.D.(Y)=4 instead of 3... Thanks...

[@nimbu-fd4vf]

@@DrHarishGarg Thank You so much Sir 😊

[@jaikmthomas5035]

Sir in question they are given standard deviation why you are taking it as a variance ...

[@mohansaipandrangi1631]

tq sir

[@dinushachathuranga7657]

Thanks a lot for clear explanation

[@salmanbaloch1868]

Sir probability distributions k notes mille gay ap k

[@Dhananjay4204]

Cov is Zero . But How 9 instead of 16

[@salmanbaloch1868]

Sir i need your notes please sir

[@DrHarishGarg]

Join my telegram link of Probability and Statistics t.me/gargProbability

[@HarpreetKaur-mf4of]

12:11 example properties use se answer zero aa raha hai rply sir

[@DrHarishGarg]

You can do either by property or by calculation, you will always get same answer.... Here, in the lecture, i calculate E(Y^2), i took inadvertently S.D (Y) as 4 instead of given 3. ... Correct is 9+100 instead of 16+100 so after correction, answer is same as 0... Otherwise, took S.D.(Y)=4 instead of 3... Thanks...

[@mithileshkumar9653]

@@DrHarishGarg sir, but you calculated variance of y correctly then why not the answer is coming out to be 0 like from properties