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This document introduces parameters to represent the joint behavior of two random variables (RVs), including their covariance and correlation. It defines the covariance of two RVs X and Y as the expected value of their product minus the product of their expected values. The correlation coefficient ρXY represents the normalized covariance and satisfies -1 ≤ ρXY ≤ 1. Two RVs are uncorrelated if ρXY = 0, and orthogonal if their expected product is 0. The document also introduces the joint characteristic functi

Author

Andres Heredia

Language

EN