{"url":"https://m-hiyama-memo.hatenablog.jp/entry/20150725/1437807075","height":"190","type":"rich","title":"\u6a19\u672c\u90e8\u5206\u74b0","version":"1.0","description":"A\u304cR\u4e0a\u306e\u53ef\u63db\u74b0\u3067\u671f\u5f85\u5024\uff08\u30c8\u30ec\u30fc\u30b9\uff09E[-] \u3092\u6301\u3061\u3001\u7d71\u8a08\u72ec\u7acb\u6027\u306e\u6982\u5ff5\u304c\u5b9a\u7fa9\u3055\u308c\u3066\u3044\u308b\u3068\u3059\u308b\u3002X, Y\u306e\uff08\u4ee3\u6570\u7684\u306a\uff09\u7d71\u8a08\u72ec\u7acb\u6027\u306f\u3001\u591a\u9805\u5f0ff, g\u306b\u95a2\u3057\u3066\u3001 E[f(X)] = 0, E[g(Y)] = 0 \u306a\u3089\u3070 E[f(X)g(Y)] = 0 \u3068\u3057\u3066\u5b9a\u7fa9\u3067\u304d\u305d\u3046\u3002\u8907\u6570\u306e\u8981\u7d20\u306e\u7d71\u8a08\u72ec\u7acb\u6027\u3082\u540c\u69d8\u3002f(X) = X - \u03bc, g(Y) = Y - \u03bd \u3068\u3057\u3066\u3001E[f(X)] = E[X - \u03bc] = E[X] - E[\u03bc] = \u03bc - \u03bc = 0\u3001g\u3082\u540c\u3058\u3068\u3059\u308b\u3068\u3001f(X)g(Y) = XY - \u03bcY - \u03bdY + \u03bc\u03bd = \u3067\u3001E[f(X)g(Y)] = E[XY] - \u03bcE[Y] - \u03bdE[Y\u2026","author_url":"https://blog.hatena.ne.jp/m-hiyama-memo/","blog_url":"https://m-hiyama-memo.hatenablog.jp/","author_name":"m-hiyama-memo","provider_url":"https://hatena.blog","image_url":null,"provider_name":"Hatena Blog","width":"100%","blog_title":"(\u4fdd\u5b58\u7528) \u6a9c\u5c71\u6b63\u5e78\u306e\u30ad\u30de\u30a4\u30e9\u98fc\u80b2\u8a18 \u30e1\u30e2\u7de8","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fm-hiyama-memo.hatenablog.jp%2Fentry%2F20150725%2F1437807075\" title=\"\u6a19\u672c\u90e8\u5206\u74b0 - (\u4fdd\u5b58\u7528) \u6a9c\u5c71\u6b63\u5e78\u306e\u30ad\u30de\u30a4\u30e9\u98fc\u80b2\u8a18 \u30e1\u30e2\u7de8\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","published":"2015-07-25 15:51:15","categories":["\u78ba\u7387\u7d71\u8a08","\u60c5\u5831\u5e7e\u4f55"]}