Question

Mistake or typo likely to be in the definition of the covariance matrix of two random variables

score 19 · Answer 1 · 2026-03-25 14:25:20

19

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Mistake or typo likely to be in the definition of the covariance matrix of two random variables

Published on 25 Mar 2026 - 14:25

score 287 · Answer 2 · 2026-04-03 14:03:49

287

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Sample vs Population Covariance Matrices

Published on 03 Apr 2026 - 14:03

score 48 · Answer 3 · 2026-03-25 22:02:48

48

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Derivation of optimization objective in PCA (Principal Components Analysis)

Published on 25 Mar 2026 - 22:02

score 517 · Answer 4 · 2020-11-02 05:20:10

517

Views

Suppose the random variables $X$ and $Y$ have a joint pdf $f(x,y)=6y$, $0<y<x<1$

Published on 02 Nov 2020 - 5:20

score 581 · Answer 5 · 2020-11-02 15:44:05

581

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How do I approximate a covariance in $\langle \mathbb{R}^3, SO(3) \rangle$ as a covariance in $SE(3)$?

Published on 02 Nov 2020 - 15:44

score 77 · Answer 6 · 2026-04-04 12:10:31

77

Views

R.v. $X$, $E[X^2]<\infty$. How to prove that $\mathrm{Var}[X\land a] \le \mathrm{Var}[X]$ for any real number $a$?

Published on 04 Apr 2026 - 12:10

score 71 · Answer 7 · 2026-04-02 21:52:40

71

Views

Variance of two sets of independent bernoulli variables

Published on 02 Apr 2026 - 21:52

score 324 · Answer 8 · 2026-03-27 17:24:25

324

Views

How to transpose $\left( \frac{\Sigma^{-1} 1 }{1^\top \Sigma^{-1} 1} \right)$? Matrix algebra simplification based on the transpose operator

Published on 27 Mar 2026 - 17:24

score 44 · Answer 9 · 2020-11-05 14:04:50

44

Views

Variables with 0 Covariance that are NOT independent.

Published on 05 Nov 2020 - 14:04

score 331 · Answer 10 · 2026-03-26 11:24:08

331

Views

Covariance and indicator function relations

Published on 26 Mar 2026 - 11:24

score 121 · Answer 11 · 2020-11-05 17:11:07

121

Views

Variance of a random vector with entries either 0 or normal distribution

Published on 05 Nov 2020 - 17:11

score 246 · Answer 12 · 2020-11-07 13:07:05

246

Views

What is covariance of two different wiener processes?

Published on 07 Nov 2020 - 13:07

score 155 · Answer 13 · 2026-03-25 06:19:16

155

Views

Help with a covariance inequality

Published on 25 Mar 2026 - 6:19

score 397 · Answer 14 · 2020-11-10 17:17:34

397

Views

Expected conditional covariance identity

Published on 10 Nov 2020 - 17:17

score 225 · Answer 15 · 2026-04-04 12:11:00

225

Views

How to solve a system of equations Cov(X,Z) + Cov(Y,Z) + Cov(X,Y) = -Var(Z)/2?

Published on 04 Apr 2026 - 12:11

List Question

Mistake or typo likely to be in the definition of the covariance matrix of two random variables

Sample vs Population Covariance Matrices

Derivation of optimization objective in PCA (Principal Components Analysis)

Suppose the random variables $X$ and $Y$ have a joint pdf $f(x,y)=6y$, $0<y<x<1$

How do I approximate a covariance in $\langle \mathbb{R}^3, SO(3) \rangle$ as a covariance in $SE(3)$?

R.v. $X$, $E[X^2]<\infty$. How to prove that $\mathrm{Var}[X\land a] \le \mathrm{Var}[X]$ for any real number $a$?

Variance of two sets of independent bernoulli variables

How to transpose $\left( \frac{\Sigma^{-1} 1 }{1^\top \Sigma^{-1} 1} \right)$? Matrix algebra simplification based on the transpose operator

Variables with 0 Covariance that are NOT independent.

Covariance and indicator function relations

Variance of a random vector with entries either 0 or normal distribution

What is covariance of two different wiener processes?

Help with a covariance inequality

Expected conditional covariance identity

How to solve a system of equations Cov(X,Z) + Cov(Y,Z) + Cov(X,Y) = -Var(Z)/2?

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