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Variance of two random variables given their variances and covariance.

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#probability #expectation #covariance
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Derivation of the finite population correction factor?

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#statistics #covariance
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distribute events evenly among persons

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#optimization #algorithms #covariance
173
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expected value of cross-terms in sample variance derivation

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#probability #expectation #covariance
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Variance of residuals from simple linear regression

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#statistics #regression #covariance #regression-analysis
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Probability Distribution of symmetrically weighted sum of Bernoulli Random Variables $ R = \sum_{j=1}^{N} a_{j}b $

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#probability #normal-distribution #covariance #binomial-distribution
74
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Variance and covariance

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#statistics #covariance
24
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How do I write the square of covariance?

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#statistics #notation #covariance
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Expectation of Joint Random Variables, Covariance

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#probability #random-variables #expectation #covariance
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How to tell is a matrix is a covariance matrix?

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#probability #matrices #covariance
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Decorrelating variables using Cholesky decomposition

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#linear-algebra #correlation #covariance
452
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Why do we scale by $\frac{1}{N-1}$ while calculating the covariance matrix in PCA?

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#algorithms #vectors #covariance #image-processing
543
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How do you show that the estimator for the covariance matrix is unbiased?

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#proof-writing #covariance #parameter-estimation
30
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linear modeling question: How can I find variance for vector Y?

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#matrices #vectors #regression #covariance
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Compute the Var$(X_1+X_2+X_3)$ and other Variances.

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#probability #covariance #independence

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