a,b constants M(X) ; V(X) ; Cov(X,Y)

M(a+bX) = a+bM(X) M(a) = a

Cov(aX,bY) = Cov(a1X + a2, b1X+b2) = a1b1Cov(X,Y)
COV (k1 X 1 k 2Y ), (k3 X 1 k 4Y )

k1k3V ( X 1 ) k2 k 4V (Y ) (k1k 4 k 2 k3 )COV ( X 1 , Y )

a,b constants M(X) ; V(X) ; Cov(X,Y)

M(a+bX) = a+bM(X) M(a) = a
Cov(aX,bY) = Cov(a1X + a2, b1X+b2) = a1b1Cov(X,Y)
COV (k1 X 1 k 2Y ), (k3 X 1 k 4Y )

k1k3V ( X 1 ) k2 k 4V (Y ) (k1k 4 k 2 k3 )COV ( X 1 , Y )

COV ( X 1 X 2 ), (Y1 Y2 ) COV ( X 1 , Y1 ) COV ( X 1 , Y2 ) COV ( X 2 , Y1 ) COV ( X 2 , Y2 ) COV ( X 1 X 2 ), (Y1 Y2 ) COV ( X 1 , Y1 ) COV ( X 1 , Y2 ) COV ( X 2 , Y1 ) COV ( X 2 , Y2 )

COV (k1 X 1 k 2 X 2 ), (k3Y1 k 4Y2 ) k1k3COV ( X 1 , Y1 ) k1k 4COV ( X 1 , Y2 ) k 2 k3COV ( X 2 , Y1 ) k 2 k 4COV ( X 2 , Y2 ) COV (k1 X 1 k 2 X 2 ), (k3Y1 k 4Y2 ) k1k3COV ( X 1 , Y1 ) k1k 4COV ( X 1 , Y2 ) k 2 k3COV ( X 2 , Y1 ) k 2 k 4COV ( X 2 , Y2 )

V(aX+bX) = a2V(X)+b2V(Y)+2Cov(X,Y)
V(X) = [Xi-M(X)]2/n = M(X2)-M(X)2
V(a+bX) = b2V(X) V(a+X) = V(X) V(a) = 0
Regresin lineal
Varianza
Explicada
Residual

V(aX+bX) = a2V(X)+b2V(Y)+2Cov(X,Y)
V(X) = [Xi-M(X)]2/n = M(X2)-M(X)2
V(a+bX) = b2V(X) V(a+X) = V(X) V(a) = 0
Regresin lineal
Varianza
Explicada
Residual

( - )2 = ( )2
n
n
V(Y)
=
V( )
V(Y)
=

Ecuacin:

( - )2 = ( )2
n
n
V(Y)
=
V( )
V(Y)
=

Ecuacin:

)2

n
+
V(U)
+ V(Y) -
(xy)

)2

n
+
V(U)
+ V(Y) -
(xy)

= M(XY)-M(X)*M(Y) = Cov(X,Y) = M(Y)- M(X)

M(X2)-M(X)2
V(X)
M(Y)= + M(X) M(XY)= M(X)+ M(X2)

= M(XY)-M(X)*M(Y) = Cov(X,Y) = M(Y)- M(X)

M(X2)-M(X)2
V(X)
M(Y)= + M(X) M(XY)= M(X)+ M(X2)

r2= V( ) =
V(Y)

r2= V( ) =
V(Y)

=
V(Y)

r =
= Cov(XY)
V(Y)V(X)
SxSy

=
V(X)

V(Y)

V(X)V(Y)
0 = Nula

=
V(Y)

r =
= Cov(XY)
V(Y)V(X)
SxSy

=
V(X)

V(Y)

V(X)V(Y)
0 = Nula