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March 4, 2015

March 4, 2015

Posted by **Kevin** on Sunday, February 13, 2011 at 5:07pm.

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

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