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--- b:head_first_statistics:using_discrete_probability_distributions [2023/10/02 06:04] – [e.gs in R] hkimscil
+++ b:head_first_statistics:using_discrete_probability_distributions [2023/10/04 10:29] (current) – old revision restored (2023/10/04 10:18) hkimscil
@@ Line 616: / Line 616: @@
 \begin{align*}
   &  E[(X + Y)^2] = E[X^2 + 2XY + Y^2] = E[X^2] + 2E[XY] + E[Y^2] \\
-- & [E(X + Y)]^2 = [E(X) + E(Y)]^2 = E(X)^2 + 2E(X)E(Y) + E(Y^2) \\
+- & [E(X + Y)]^2 = [E(X) + E(Y)]^2 = E(X)^2 + 2E(X)E(Y) + E(Y)^2 \\
 \end{align*}
@@ Line 624: / Line 624: @@
 Var[(X+Y)] =
   & E[X^2] & + & 2E[XY] & + & E[Y^2] \\
-- & E(X)^2 & - & 2E(X)E(Y) & - & E(Y^2) \\
+- & E(X)^2 & - & 2E(X)E(Y) & - & E(Y)^2 \\
   & Var[X] & + & 2 E[XY]-2E(X)E(Y) & + & Var[Y] \\
 \end{align*}
@@ Line 695: / Line 695: @@
 # variance theorem 4-1, 4-2
 # http://commres.net/wiki/variance_theorem
+# need a function, rnorm2
+rnorm2 <- function(n,mean,sd) { mean+sd*scale(rnorm(n)) }
 m <- 0
 v <- 1
@@ Line 740: / Line 743: @@
 # var(x1+x2) == var(x1) + var(x2)
 ########################################
 ## 그리고 동일한 (독립적이지 않은) 집합 X1에 대해서는
 v.11 <- var(x1 + x1)
 # var(2*x1) = 2^2 var(X1)
 v.11
 </code>