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Mean and Variance of Exponential Distribution

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#integration #probability-distributions #expected-value #variance #exponential-distribution
80
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Find variance of random sum of samples whose size is a Binomial

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#probability #probability-distributions #proof-writing #variance #binomial-distribution
227
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$X$ is a random variable with finite variance. Let $Y=\alpha X + \beta$. Compute $E[(Y-E[Y|X])^2]$.

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#probability #conditional-probability #conditional-expectation #variance
114
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Absolute value of expected value

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#expected-value #variance #covariance #bivariate-distributions
138
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Finding covariance from a transformed random variable given its covariance matrix

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#matrices #statistics #expected-value #variance #covariance
114
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Finding max of $var(a^TY)$.

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#probability-distributions #variance #orthonormal #gaussian #bivariate-distributions
36
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How to find optimal weighting of two ratios with non-zero covariance

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#optimization #independence #variance #covariance #ratio
600
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Find variance given covariance of 2 random variables

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#probability #variance #covariance
54
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variance of stochastic integral for non-anticipating random step function

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#stochastic-calculus #variance
55
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Variance of estimator for mean of bag of unfair coins

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#statistics #variance
234
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$Var(\min\{X,Y\}) \leq Var(X)$?

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#probability #statistics #random-variables #variance #extreme-value-analysis
216
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Confusion on the Efron-Stein inequality for the variance $\text{Var}(Z)\leq \mathbb E[0\land \frac{1}{N}]$

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#real-analysis #probability-theory #inequality #expected-value #variance
279
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Variance of negative binomial distribution - proof

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#derivatives #probability-distributions #expected-value #variance #negative-binomial
380
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Variance of a random variable with a uniform distribution evaluated starting from the moment generating function

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#expected-value #uniform-distribution #variance #moment-generating-functions
129
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Probability and variance for digits in password

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#probability #variance

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