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October 14th, 2008, 04:23 AM
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| |  Covariance
What is Cov(f(X),X) , with f a given function and X a random variable? |
October 14th, 2008, 04:27 AM
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I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X] |
October 14th, 2008, 05:46 AM
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Quote:
Originally Posted by batman  I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X] | ![E[X f(X)] = \int_{-\infty}^{+\infty} x f(x) \, g(x) \, dx](http://www.mathhelpforum.com/math-help/latex2/img/5ab00d164ddd131ad98c027723019ad2-1.gif "E[X f(X)] = \int_{-\infty}^{+\infty} x f(x) \, g(x) \, dx") where g(x) is the pdf of X.
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