bsp_1_5_1.m

% 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)