Math 300 , Spring 2004, Day 21, F, March 19 Hit
reload...
Questions??
Variance of Hypergeometric, completed.
Comment: Cov(Xi, Xj) is
negative!
Why does this make sense/fit with what you know about
correlation from Math 151/251? 
Negative correlation meant negative (downward) slope of
the regression line: the "cloud" of data had a downward trend.
Let N = 5, D = 3, n = 2. X =
# of Defectives. X1 is indicator for first ball, X2
is second.
Joint distribution:
Getting a 1 (Defective) on the first draw decreases the chances
of getting a defective on the second; so the conditional probabilities
for X2 average lower if X1 = 1 than if X1
= 0 -- a downward trend.
- - - - - - - - - - -
Derivation of E(X(X-1)) for Poisson
Distribution, and how to get variance from it (B, Day 20)
(Microsoft
Word file)
HW: A. Understand and
finish the derivation of the variance
for the Poisson distribution.
Compare with
Ash's answer p233 6b (She uses the same "trick" but I think it's more
obscure.)
B. Application of covariance (since 20% of the class is
Economics-oriented, and with luck the rest will someday have money to
invest): M&M, Investment portfolios. Example 4.27, p.
332, problems 4.83, 84, 85 on p.339ff.
- - - - - - -
HW Read pp. 95-6.
Graph f(x) on p. 95 and g(x) on p. 96 --piecewise-defined
functions (Prep. for Ash Ch. 4, Next. )
This page belongs to Sally Sievers who is solely
responsible
for its content. Please see our statement
of responsibility.