% Beispiel für Kap 1.5.1 %% Beispiel 3-2-Würfel X = [2,3,4,5]'; Y = [1,2,3,4,6]'; pXY = [1,0,0,0,0; 0,2,0,0,0; 0,0,1,1,0; 0,0,0,0,1]/6 pY = sum(pXY)' pX = sum(pXY,2) EX = X'*pX EY = Y'*pY EXX = (X.*X)'*pX EYY = (Y.*Y)'*pY EXY = sum(sum((X*Y').*pXY)) CovXY = EXY - EX*EY VarX = EXX - EX*EX VarY = EYY - EY*EY rhoXY = CovXY/sqrt(VarX*VarY)