List questions from covariance

Published on 08 Jan 2019 - 22:31

654

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covariant derivative and metric compatibility

Published on 09 Jan 2019 - 22:27

641

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Mean vector and covariance matrix

Published on 11 Jan 2019 - 13:09

243

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Question for covariance stationary process

Published on 12 Jan 2019 - 18:57

244

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$V(X|Y)=\Sigma_{XX}-\Sigma_{XY}\Sigma_{YY}^{-1}\Sigma_{YX}$

Published on 17 Mar 2026 - 23:06

111

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Calculation of variance of complicated random variable ( white noise discretization )

Published on 25 Mar 2026 - 6:28

35

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Kalman Filter applied to linear discrete time process and interpretation of the estimated covariance matrix

Published on 18 Jan 2019 - 12:18

28

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equal covariance matrices

Published on 18 Jan 2019 - 16:19

1.8k

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Prove that $U=Y - E[Y|X]$ and $X$ are uncorrelated

Published on 19 Jan 2019 - 15:29

34

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Simplifying an equation with covariances of random vectors

Published on 20 Jan 2019 - 15:46

70

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My goal is to calculate $\operatorname{Cov}(X,Y)$, but I'm struggling to calculate $E[XY]$

Published on 22 Jan 2019 - 16:29

87

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Compute $Cov(X,Y)$

Published on 26 Jan 2019 - 13:43

44

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If Cov(X,Y|X>0) > 0 and Cov(X,Y|X<0) >0 then Cov(X,Y) > 0?

Published on 26 Jan 2019 - 23:19

28

Views

A question about marginal distributions, variance, covariance and independency

Published on 28 Jan 2019 - 22:26

2.8k

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Let $U = \min\{X,Y\}$ and $V = \max\{X,Y\}$. Find $\textbf{E}(U)$, and hence calculate $\textbf{Cov}(U,V)$.

Published on 30 Jan 2019 - 16:55

List Question

Does a zero conditional expectation imply pairwise covariance is 0?

covariant derivative and metric compatibility

Mean vector and covariance matrix

Question for covariance stationary process

$V(X|Y)=\Sigma_{XX}-\Sigma_{XY}\Sigma_{YY}^{-1}\Sigma_{YX}$

Calculation of variance of complicated random variable ( white noise discretization )

Kalman Filter applied to linear discrete time process and interpretation of the estimated covariance matrix

equal covariance matrices

Prove that $U=Y - E[Y|X]$ and $X$ are uncorrelated

Simplifying an equation with covariances of random vectors

My goal is to calculate $\operatorname{Cov}(X,Y)$, but I'm struggling to calculate $E[XY]$

Compute $Cov(X,Y)$

If Cov(X,Y|X>0) > 0 and Cov(X,Y|X<0) >0 then Cov(X,Y) > 0?

A question about marginal distributions, variance, covariance and independency

Let $U = \min\{X,Y\}$ and $V = \max\{X,Y\}$. Find $\textbf{E}(U)$, and hence calculate $\textbf{Cov}(U,V)$.

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