ADMS 2320 Study Guide - Covariance, Standard Deviation, Friedman Test
22 Jul 2014
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= 1 i x( i m y)( i x m y. 1 i s xy x( i y)(x i. Population coefficient of correlation r = s s x xy s y. P(a or b) = p(a) + p(b) - p(a and b) Cov(x, y) = xy = (cid:229) x( m x y)( m y. Laws of expected value: e(c) = c, e(x + c) = e(x) + c, e(cx) = ce(x) Laws of expected value and variance of the sum of two variables: e(x + y) = e(x) + e(y, v(x + y) = v(x) + v(y) + 2cov(x, y) Laws of expected value and variance for the sum of more than two variables. Mean and variance of a portfolio of two stocks. Mean and variance of a portfolio of k stocks. !x (cid:229) (cid:229) (cid:229) (cid:229) (cid:229) (cid:229) (cid:229) s. Expected value of the sample mean ( xe m= x. Variance of the sample mean ( xv s=
