X Y
Cov(X, Y ) = E((X - E(X))(Y - E(Y )))
Cov(X, Y ) = E(XY ) - E(X)E(Y ),
E(XY ) = xiyjpij
i,j
Cov(X, Y ) = 0 X Y
" Cov(X, a) = 0
" Cov(X, X) = V (X)
" Cov(X, Y ) = Cov(Y, X)
" Cov(a X, b Y ) = a b Cov(X, Y )
" Cov(X + a, Y + b) = Cov(X, Y )
Á r
Cov(X, Y ) Cov(X, Y )
Á = =
ÃXÃY
V (X)V (Y )
 -1, 1 Á = 0
Á = Ä…1
P (Y = aX + b) = 1
a b
Y X
y = ²1 + ²2x
²1 ²2
²1 + ²2X
E((Y - (²1 + ²2X))2)
ÃY
²2 = ÁÃ
X
²1 = E(Y ) - ²2E(X)
y = ²1 + ²2x Y
X ²1+²2X
Y X
Y X
X Y Á