Question

find the correlation coefficient of two random variables after the same function transformation

score 174 · Answer 1 · 2026-03-25 09:23:24

174

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find the correlation coefficient of two random variables after the same function transformation

Published on 25 Mar 2026 - 9:23

score 43 · Answer 2 · 2026-03-30 10:40:12

43

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Calculate covariance of 2 random variables when only given variance and cov

Published on 30 Mar 2026 - 10:40

score 65 · Answer 3 · 2026-03-30 10:41:01

65

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When is $\sqrt{k}\operatorname{Var}\left(\sum_{i=1}^{k}X_{i}\right) \leq \sum_{i=1}^{k}\operatorname{Var}(X_{i}) $ true?

Published on 30 Mar 2026 - 10:41

score 542 · Answer 4 · 2026-03-25 10:57:26

542

Views

Covariance of $X$ and $Y^2$ where $(X,Y)$ is bivariate normal

Published on 25 Mar 2026 - 10:57

score 387 · Answer 5 · 2026-03-27 16:47:52

387

Views

Joint distribution and covariance of Poisson process and waiting time

Published on 27 Mar 2026 - 16:47

score 97 · Answer 6 · 2026-03-28 07:27:04

97

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Show that $X + Y$ and $|X − Y |$ are uncorrelated

Published on 28 Mar 2026 - 7:27

score 1.2k · Answer 7 · 2020-06-07 00:28:20

1.2k

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Definition of product of two random variables

Published on 07 Jun 2020 - 0:28

score 75 · Answer 8 · 2026-02-23 10:05:58

75

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Relation between the weights of x vectors and corresponding eigenvalue of the covariance matrix of vectors?

Published on 23 Feb 2026 - 10:05

score 115 · Answer 9 · 2020-06-11 11:29:37

115

Views

Sample properties of a Gaussian process with a Matérn covariance function

Published on 11 Jun 2020 - 11:29

score 524 · Answer 10 · 2026-03-27 15:18:57

524

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What is $\frac{\det(\hat{\Sigma}_0)}{\det(\hat{\Sigma})}$ in terms of $\hat{\mu}_1$, $\hat{\mu}_2$ and $\hat{\Sigma}$

Published on 27 Mar 2026 - 15:18

score 37 · Answer 11 · 2026-03-28 10:03:51

37

Views

Finding $cov(B(t,x), B(t,y))$

Published on 28 Mar 2026 - 10:03

score 55 · Answer 12 · 2020-06-16 21:53:44

55

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Integration with a Max Function as integrand - Application to Covariance

Published on 16 Jun 2020 - 21:53

score 1.6k · Answer 13 · 2020-06-17 21:34:24

1.6k

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Covariance of a uniform distribution

Published on 17 Jun 2020 - 21:34

score 100 · Answer 14 · 2020-06-21 16:02:47

100

Views

Show that covariance matrix is is positive definite with probability 1

Published on 21 Jun 2020 - 16:02

score 35 · Answer 15 · 2020-06-21 17:58:09

35

Views

To prove $\operatorname{Cov}(X,Y)=0$ with $X \sim {U}[-1,1]$ and $S$ is sampled from $\{{-1,1}\}$ with $p=0.5$ and $Y=XS$

Published on 21 Jun 2020 - 17:58

List Question

find the correlation coefficient of two random variables after the same function transformation

Calculate covariance of 2 random variables when only given variance and cov

When is $\sqrt{k}\operatorname{Var}\left(\sum_{i=1}^{k}X_{i}\right) \leq \sum_{i=1}^{k}\operatorname{Var}(X_{i}) $ true?

Covariance of $X$ and $Y^2$ where $(X,Y)$ is bivariate normal

Joint distribution and covariance of Poisson process and waiting time

Show that $X + Y$ and $|X − Y |$ are uncorrelated

Definition of product of two random variables

Relation between the weights of x vectors and corresponding eigenvalue of the covariance matrix of vectors?

Sample properties of a Gaussian process with a Matérn covariance function

What is $\frac{\det(\hat{\Sigma}_0)}{\det(\hat{\Sigma})}$ in terms of $\hat{\mu}_1$, $\hat{\mu}_2$ and $\hat{\Sigma}$

Finding $cov(B(t,x), B(t,y))$

Integration with a Max Function as integrand - Application to Covariance

Covariance of a uniform distribution

Show that covariance matrix is is positive definite with probability 1

To prove $\operatorname{Cov}(X,Y)=0$ with $X \sim {U}[-1,1]$ and $S$ is sampled from $\{{-1,1}\}$ with $p=0.5$ and $Y=XS$

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