List questions from covariance | MathQa

Linear space transform transformation based on covariance?

Published on 12 Jan 2025 - 8:40

Question about creating $2\times 2$ covariance matrix with call option?

Published on 12 Jan 2025 - 22:10

Show that $\operatorname{Var}(Y −E(Y\mid X))=\operatorname{Var}(\operatorname{Var}(Y\mid X))$.

Published on 12 Jan 2025 - 22:16

Variance of a non-linear function of a random variable

Published on 12 Jan 2025 - 23:29

When does the inverse of a covariance matrix exist?

Published on 12 Jan 2025 - 8:41

Singular covariance matrix, understanding the beginning of a proof

Published on 12 Jan 2025 - 8:41

Consider a random vector (X, Y ) such that X ∼ Ber(0.6) and Y ∼ Ber(0.8). Is it possible to have Var[X + Y ] = 0.7?

Published on 12 Jan 2025 - 22:20

What does $\Sigma _{XX}$ mean in the context of this equation component, and how can it be resolved?

Published on 12 Jan 2025 - 22:19

Positive Semidefinite Function

Published on 12 Jan 2025 - 18:42

Expectation of the product of two dependent binomial distributions.

Published on 12 Jan 2025 - 22:10