Question

Alternative formula for sample covariance

score 2.5k · Answer 1 · 2016-05-15 14:32:05

2.5k

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Alternative formula for sample covariance

Published on 15 May 2016 - 14:32

score 2.8k · Answer 2 · 2016-05-15 16:41:28

2.8k

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Intuition why Eigenvector of Covariance matrix points into direction of maximum variance

Published on 15 May 2016 - 16:41

score 602 · Answer 3 · 2016-05-16 02:02:02

602

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Covariance matrix - wrong results either in Matlab or in formula?

Published on 16 May 2016 - 2:02

score 82 · Answer 4 · 2026-04-02 16:56:35

82

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Why does $\operatorname{var}\sum_{i=1}^n w_ir_i=w^\top\Sigma w$ hold?

Published on 02 Apr 2026 - 16:56

score 415 · Answer 5 · 2016-05-20 23:32:03

415

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Expectation of Covariance Matrix for MVN, got answer 0 with Cov operation?

Published on 20 May 2016 - 23:32

score 511 · Answer 6 · 2016-05-21 20:29:18

511

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Does the UKF work? - or - how would a correct implementation of UKF look like?

Published on 21 May 2016 - 20:29

score 168 · Answer 7 · 2016-05-24 12:03:21

168

Views

Sample Covariance

Published on 24 May 2016 - 12:03

score 1.5k · Answer 8 · 2026-03-30 23:18:40

1.5k

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Pearson product-moment correlation coefficient of a coin toss

Published on 30 Mar 2026 - 23:18

score 250 · Answer 9 · 2026-04-02 20:07:24

250

Views

Finding the marginal distribution for problem with n balls.

Published on 02 Apr 2026 - 20:07

score 77 · Answer 10 · 2026-03-29 20:20:51

77

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First and second moments of two correlated functions

Published on 29 Mar 2026 - 20:20

score 9.3k · Answer 11 · 2016-05-27 14:43:35

9.3k

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Proof that $Cov(aX+b, Y+Z)=aCov(X,Y)+aCov(X,Z)$

Published on 27 May 2016 - 14:43

score 196 · Answer 12 · 2026-03-30 23:15:33

196

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$X$ and $Y$ are standardized r.v.s. Find $a,b,c,d$ such that $Z=aX+bY$ and $W=cX+dY$ are uncorrelated but still standardized.

Published on 30 Mar 2026 - 23:15

score 657 · Answer 13 · 2016-05-31 18:37:37

657

Views

Can the nabla symbol be used for a covariant derivative?

Published on 31 May 2016 - 18:37

score 100 · Answer 14 · 2016-06-01 15:42:00

100

Views

Let Q be a random point in the unit circle. Let Z=distance from Q to (-1,0) and T the distance from (1,0). What is Cov(Z,T)?

Published on 01 Jun 2016 - 15:42

score 3.2k · Answer 15 · 2026-03-30 20:53:46

3.2k

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Proving positive definiteness of a covariance matrix

Published on 30 Mar 2026 - 20:53

List Question

Alternative formula for sample covariance

Intuition why Eigenvector of Covariance matrix points into direction of maximum variance

Covariance matrix - wrong results either in Matlab or in formula?

Why does $\operatorname{var}\sum_{i=1}^n w_ir_i=w^\top\Sigma w$ hold?

Expectation of Covariance Matrix for MVN, got answer 0 with Cov operation?

Does the UKF work? - or - how would a correct implementation of UKF look like?

Sample Covariance

Pearson product-moment correlation coefficient of a coin toss

Finding the marginal distribution for problem with n balls.

First and second moments of two correlated functions

Proof that $Cov(aX+b, Y+Z)=aCov(X,Y)+aCov(X,Z)$

$X$ and $Y$ are standardized r.v.s. Find $a,b,c,d$ such that $Z=aX+bY$ and $W=cX+dY$ are uncorrelated but still standardized.

Can the nabla symbol be used for a covariant derivative?

Let Q be a random point in the unit circle. Let Z=distance from Q to (-1,0) and T the distance from (1,0). What is Cov(Z,T)?

Proving positive definiteness of a covariance matrix

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