Joint normal distribution: (handout)
Correlation coefficient rho = cov(X,Y)/stdev(X)stdev(Y)
(cf. sample correl. coeff.)
This is also a parameter
in the joint normal. Not coincidentally, it turns out to be the correlation
coefficient for X,Y.
Level curves are ellipses.
E(Y|x) is line
that bisects "vertical" distances inside ellipses.
DPGraph pictures.
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HW: Keep breathing. Bring questions.
Takehome exam available Friday. When due?
| Sievers home |
Math300-Sp02/Day41.htm
|
11pm
|
5/7/02 |