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Let $X, Y$ be random variables. Then: $1.$ If $X, Y$ are independent and ...

score 190 · Answer 1 · 2026-03-20 14:13:22

190

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Let $X, Y$ be random variables. Then: $1.$ If $X, Y$ are independent and ...

Published on 20 Mar 2026 - 14:13

score 92 · Answer 2 · 2026-03-19 17:40:21

92

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Correct formula for calculation covariances

Published on 19 Mar 2026 - 17:40

score 77 · Answer 3 · 2026-03-18 07:20:38

77

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How do I calculate if 2 stocks are negatively correlated?

Published on 18 Mar 2026 - 7:20

score 481 · Answer 4 · 2026-03-20 12:39:27

481

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Change order of eigenvalues and correspoding eigenvector

Published on 20 Mar 2026 - 12:39

score 514 · Answer 5 · 2026-03-24 17:08:42

514

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Compute the variance of $S = \sum\limits_{i = 1}^N X_i$, what did I do wrong?

Published on 24 Mar 2026 - 17:08

score 1.2k · Answer 6 · 2026-03-19 22:32:01

1.2k

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Bounding $\text{Var}[X+Y]$ as a function of $\text{Var}[X]+\text{Var}[Y]$

Published on 19 Mar 2026 - 22:32

score 119 · Answer 7 · 2026-03-22 09:34:19

119

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covariance matrix for two vector-valued time series

Published on 22 Mar 2026 - 9:34

score 1.5k · Answer 8 · 2026-03-20 10:02:28

1.5k

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Calculating the Mean and Autocovariance Function of a Piecewise Time Series

Published on 20 Mar 2026 - 10:02

score 2.9k · Answer 9 · 2026-03-19 20:15:43

2.9k

Views

Find the covariance of a brownian motion.

Published on 19 Mar 2026 - 20:15

score 245 · Answer 10 · 2026-03-20 02:05:46

245

Views

Autocovariance of a Sinusodial Time Series

Published on 20 Mar 2026 - 2:05

score 266 · Answer 11 · 2026-03-20 09:16:28

266

Views

Variance of sum of $2n$ random variables.

Published on 20 Mar 2026 - 9:16

score 56 · Answer 12 · 2026-03-23 00:11:39

56

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Covariance of least squares parameter?

Published on 23 Mar 2026 - 0:11

score 2.8k · Answer 13 · 2026-03-22 18:47:59

2.8k

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Show that $\operatorname{Cov}(X,X^2)=0$ if X is a continuous random variable with symmetric distribution around the origin

Published on 22 Mar 2026 - 18:47

score 1.6k · Answer 14 · 2026-03-22 12:50:34

1.6k

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Variance of Z = max(X,Y) where X Y are jointly bivariate normal

Published on 22 Mar 2026 - 12:50

score 148 · Answer 15 · 2026-03-17 18:48:33

148

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Let the joint pdf of $X$ and $Y$ be given by $f(x,y)=c(x^2+y^2)$, for $x=-1,0,1,3$ and $y=-1,2,3$ where $c$ is a constant.

Published on 17 Mar 2026 - 18:48

List Question

Let $X, Y$ be random variables. Then: $1.$ If $X, Y$ are independent and ...

Correct formula for calculation covariances

How do I calculate if 2 stocks are negatively correlated?

Change order of eigenvalues and correspoding eigenvector

Compute the variance of $S = \sum\limits_{i = 1}^N X_i$, what did I do wrong?

Bounding $\text{Var}[X+Y]$ as a function of $\text{Var}[X]+\text{Var}[Y]$

covariance matrix for two vector-valued time series

Calculating the Mean and Autocovariance Function of a Piecewise Time Series

Find the covariance of a brownian motion.

Autocovariance of a Sinusodial Time Series

Variance of sum of $2n$ random variables.

Covariance of least squares parameter?

Show that $\operatorname{Cov}(X,X^2)=0$ if X is a continuous random variable with symmetric distribution around the origin

Variance of Z = max(X,Y) where X Y are jointly bivariate normal

Let the joint pdf of $X$ and $Y$ be given by $f(x,y)=c(x^2+y^2)$, for $x=-1,0,1,3$ and $y=-1,2,3$ where $c$ is a constant.

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