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Establish-the-formular-x-y-2-x-2-y-2-2r-x-y-where-by-r-is-the-correlation-coefficient-between-x-and-y-1-2-2024-




Question Number 192254 by Spillover last updated on 01/Feb/24
Establish the formular    σ_(x−y) ^2 =σ_x ^2 +σ_y ^2 −2rσ_x σ_y     where by r is the correlation  coefficient between x and y  1/2/2024
$${Establish}\:{the}\:{formular}\:\: \\ $$$$\sigma_{{x}−{y}} ^{\mathrm{2}} =\sigma_{{x}} ^{\mathrm{2}} +\sigma_{{y}} ^{\mathrm{2}} −\mathrm{2}{r}\sigma_{{x}} \sigma_{{y}} \:\: \\ $$$${where}\:{by}\:{r}\:{is}\:{the}\:{correlation} \\ $$$${coefficient}\:{between}\:{x}\:{and}\:{y} \\ $$$$\mathrm{1}/\mathrm{2}/\mathrm{2024} \\ $$

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