(a) Calculate the correlation between X and Y, Corr(X,Y).
Suppose X and Y are random variables, such that
$$E(X)=5, E(Y)=3, E(X^2)=26, E(Y^2)=13, E(XY)=10$$
We used the equation enter image description here
and got
$$r=\frac{10n -(5*3)}{\sqrt{[26n-26][13n-13]}}$$
we not sure what n is. any help?
$\endgroup$ 11 Answer
$\begingroup$$Cor(X,Y)=\dfrac{E(XY)-E(X)E(Y)}{\sqrt{(E(X^2)-(E(X))^2)(E(Y^2)-(E(Y))^2)}}$
Now plug in the values.
$\endgroup$ 1
