Question

How to calculate E[Xi Xj]?

score 2.9k · Answer 1 · 2026-03-28 02:22:13

2.9k

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How to calculate E[Xi Xj]?

Published on 28 Mar 2026 - 2:22

score 843 · Answer 2 · 2019-05-23 14:27:25

843

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Finding covariance given mean and variance of both X and Y

Published on 23 May 2019 - 14:27

score 112 · Answer 3 · 2019-05-24 01:48:44

112

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Covariance depending on wether the random variables are equally distributed

Published on 24 May 2019 - 1:48

score 355 · Answer 4 · 2019-05-24 10:02:03

355

Views

Definition of Covariance Matrix, to divide by $n$ or not.

Published on 24 May 2019 - 10:02

score 33 · Answer 5 · 2019-05-26 02:22:49

33

Views

Prove $2Cov(X_1,X_2)=E[(X-\bar{X_1})(X_2-\bar{X_2})]$

Published on 26 May 2019 - 2:22

score 395 · Answer 6 · 2026-03-26 22:14:08

395

Views

Geometric meaning of second Covariant Derivative

Published on 26 Mar 2026 - 22:14

score 20 · Answer 7 · 2019-05-28 02:58:33

20

Views

Covariance of two r.v. $X\sim B(Z,\alpha)$, $Y\sim B(X\alpha,\delta)$

Published on 28 May 2019 - 2:58

score 23 · Answer 8 · 2019-05-28 18:11:29

23

Views

Covariance between lognormal and normal random variable

Published on 28 May 2019 - 18:11

score 99 · Answer 9 · 2026-03-26 07:59:18

99

Views

Measure of correlation between two vectors that also takes into account their magnitudes?

Published on 26 Mar 2026 - 7:59

score 33 · Answer 10 · 2019-05-31 04:21:55

33

Views

Finding the general expression of $\mathbb{E}(Z_t \epsilon_{t-k})$ in $AR(p)$ models

Published on 31 May 2019 - 4:21

score 183 · Answer 11 · 2026-03-26 07:55:22

183

Views

Approximate permutation block diagonalization for correlation matrices.

Published on 26 Mar 2026 - 7:55

score 47 · Answer 12 · 2026-03-28 03:58:47

47

Views

Find covariance matrix of $\frac{f(x + y) }{x + y}$ function

Published on 28 Mar 2026 - 3:58

score 220 · Answer 13 · 2026-03-26 14:43:15

220

Views

How to sample from a Gaussian process with only diagonal components of the covariance matrix

Published on 26 Mar 2026 - 14:43

score 1.1k · Answer 14 · 2019-06-14 01:55:56

1.1k

Views

Covariance matrix sandwiched between matrix (e.g. matrix $X$) and its transpose ($X'$).

Published on 14 Jun 2019 - 1:55

score 231 · Answer 15 · 2019-06-14 13:43:30

231

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Show, that $\frac {E[Xg(X)]}{E[g(X)]} \ge E[X]$ when $g$ strictly monotonic increasing

Published on 14 Jun 2019 - 13:43

List Question

How to calculate E[Xi Xj]?

Finding covariance given mean and variance of both X and Y

Covariance depending on wether the random variables are equally distributed

Definition of Covariance Matrix, to divide by $n$ or not.

Prove $2Cov(X_1,X_2)=E[(X-\bar{X_1})(X_2-\bar{X_2})]$

Geometric meaning of second Covariant Derivative

Covariance of two r.v. $X\sim B(Z,\alpha)$, $Y\sim B(X\alpha,\delta)$

Covariance between lognormal and normal random variable

Measure of correlation between two vectors that also takes into account their magnitudes?

Finding the general expression of $\mathbb{E}(Z_t \epsilon_{t-k})$ in $AR(p)$ models

Approximate permutation block diagonalization for correlation matrices.

Find covariance matrix of $\frac{f(x + y) }{x + y}$ function

How to sample from a Gaussian process with only diagonal components of the covariance matrix

Covariance matrix sandwiched between matrix (e.g. matrix $X$) and its transpose ($X'$).

Show, that $\frac {E[Xg(X)]}{E[g(X)]} \ge E[X]$ when $g$ strictly monotonic increasing

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