Kamandirian statistik: Béda antarrépisi

The measure-theoretically inclined may prefer to substitute events [''X'' ∈ ''A''] for events [''X'' ≤ ''a''] in the above definition, where ''A'' is any [[Borel algebra|Borel set]]. That definition is exactly equivalant to the one above when the values of the random variables are [[real number]]s. It has the advantage of working also for complex-valued random variables or for random variables taking values in any [[topological space]].

 

 

:E[''X''· ''Y''] = E[''X''] · E[''Y'']

 

 

:var(''X'' + ''Y'') = var(''X'') + var(''Y'').