334概率中等数值题short
Robust Covariance of Overlapping Sums of Independent Variables
题目
Let , , be independent random variables with , , and . Define and . Compute and .
Additional robustness twist: before observation, an independent random relabeling of outcome labels is applied. Compute the same target and justify invariance.
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提交作答时记录,用于后续平均用时统计。
你的答案
Cov(U,V)
Corr(U,V)