2.5 - Summary

2.5 - Summary
In this lesson we learned about:
  • The definition of a linear combination of random variables;
  • Expressions of the population mean and variance of a linear combination and the covariance between two linear combinations;
  • How to compute the sample mean of a linear combination from the sample means of the component variables;
  • How to compute the sample variance of a linear combination from the sample variances and covariances of the component variables;
  • How to compute the sample covariance and correlation between two linear combinations from the sample covariances of the component variables.

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