# statistics

posted by
**Kevin**
.

I need to prove this

σ(hat)^2(x,y) = (1/n) Σ (Xi - X (bar) ) Yi

using

σ(hat)^2(x,y)= (1/n) Σ (Xi - X(bar)) (Yi-Y(bar))

and

X(bar)= (1/n) Σ Xi

σ(hat)^2 (x,y) is the estimator of covariance