Question

The multivariate distribution calculating $Cov(X_1, X_2)$

score 62 · Answer 1 · 2020-10-09 23:31:20

62

Views

The multivariate distribution calculating $Cov(X_1, X_2)$

Published on 09 Oct 2020 - 23:31

score 59 · Answer 2 · 2026-04-01 20:26:58

59

Views

Show that if $X_1, X_2,...,X_{11}$ are random variables, and $\operatorname{corr}(X_i,X_j) = r$ for $ i\neq j$ , then show $r \geq -1/10$

Published on 01 Apr 2026 - 20:26

score 158 · Answer 3 · 2020-10-15 12:57:52

158

Views

Computing the inner products of a covariance matrix

Published on 15 Oct 2020 - 12:57

score 64 · Answer 4 · 2026-03-26 01:34:13

64

Views

Enforcing local invariance in a covariance (kernel) function

Published on 26 Mar 2026 - 1:34

score 283 · Answer 5 · 2026-03-28 11:53:44

283

Views

Riemann curvature tensor identity proof

Published on 28 Mar 2026 - 11:53

score 42 · Answer 6 · 2026-03-26 06:42:45

42

Views

If a field in a gauge theory is covariant is that the same as the covariant derivatives of the field are 0?

Published on 26 Mar 2026 - 6:42

score 374 · Answer 7 · 2020-10-18 10:46:35

374

Views

How covariance matrix represent data?

Published on 18 Oct 2020 - 10:46

score 23 · Answer 8 · 2020-10-21 03:55:46

23

Views

Want to see if this covariance formula I'm thinking of is correct?

Published on 21 Oct 2020 - 3:55

score 867 · Answer 9 · 2020-10-25 04:21:36

867

Views

Is covariance a commutative operator? Is it the reason why a covariance matrix is a symmetric n by n matrix?

Published on 25 Oct 2020 - 4:21

score 106 · Answer 10 · 2020-10-25 14:04:25

106

Views

Maximizing $Tr(W^TP\Sigma PW)$ where $P$ is an orthogonal projection matrix

Published on 25 Oct 2020 - 14:04

score 123 · Answer 11 · 2020-10-26 13:40:20

123

Views

$\Lambda = A^T A$ Decomposition of inverse covariance matrix

Published on 26 Oct 2020 - 13:40

score 212 · Answer 12 · 2026-02-23 16:43:01

212

Views

What is the usefulness of diagonalise a Fisher matrix?

Published on 23 Feb 2026 - 16:43

score 405 · Answer 13 · 2020-10-27 15:23:49

405

Views

What is the covariance of the outer product of a vector with itself?

Published on 27 Oct 2020 - 15:23

score 101 · Answer 14 · 2026-04-01 20:23:59

101

Views

Sample Pearson's R Covariance and Standard Deviation Missing $\frac{1}{n-1}$

Published on 01 Apr 2026 - 20:23

score 34 · Answer 15 · 2026-04-04 10:47:24

34

Views

Numerical errors in specifying covariance of two (or more) random signals

Published on 04 Apr 2026 - 10:47

List Question

The multivariate distribution calculating $Cov(X_1, X_2)$

Show that if $X_1, X_2,...,X_{11}$ are random variables, and $\operatorname{corr}(X_i,X_j) = r$ for $ i\neq j$ , then show $r \geq -1/10$

Computing the inner products of a covariance matrix

Enforcing local invariance in a covariance (kernel) function

Riemann curvature tensor identity proof

If a field in a gauge theory is covariant is that the same as the covariant derivatives of the field are 0?

How covariance matrix represent data?

Want to see if this covariance formula I'm thinking of is correct?

Is covariance a commutative operator? Is it the reason why a covariance matrix is a symmetric n by n matrix?

Maximizing $Tr(W^TP\Sigma PW)$ where $P$ is an orthogonal projection matrix

$\Lambda = A^T A$ Decomposition of inverse covariance matrix

What is the usefulness of diagonalise a Fisher matrix?

What is the covariance of the outer product of a vector with itself?

Sample Pearson's R Covariance and Standard Deviation Missing $\frac{1}{n-1}$

Numerical errors in specifying covariance of two (or more) random signals

Trending Questions

Popular # Hahtags

Popular Questions