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Hubungan dan Fungsi Variabel Acak Jamak Statistik dan Stokastik Jurusan Teknik Fisika ITS
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2.Hubungan Dan Fungsi Variabel Acak Jamak

Nov 25, 2015

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  • Hubungan dan Fungsi Variabel Acak Jamak

    Statistik dan Stokastik

    Jurusan Teknik Fisika ITS

  • Korelasi dan Kovarian

    R xy = E[XY] = E[g(X,Y)]|g(x,y)=xy

  • Uncorrelated dan Ortogonal

    Uncorrelated jika: E[XY] = E[X] E[Y] atau secara ekivalen Cxy = 0 atau xy = 0

    Ortogonal jika: E[XY] = 0

    Jika X dan Y memiliki mean nol maka:

    X dan Y ortogonal X dan Y uncorrelated

    X dan Y independent X dan Y uncorrelated

  • Contoh Fungsi RV Jamak

  • Contoh 2