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Covariance for stochastic variables

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#statistics #stochastic-processes #covariance #variance #means
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Variance of stochastic variable with X and Y

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#statistics #conditional-expectation #covariance #variance
39
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How to calculate the variance of a continuous distribution function but with a mass point?

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#variance
122
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Difference between $\operatorname{Var}(Y)$ and $\operatorname{Var}(Y\mid X)$?

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#statistics #variance
421
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How can I find a confidence interval for $\sigma^2$ given a chi-square distribution?

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#probability #variance #confidence-interval
817
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Variance of delta function and Gaussian function and their co-variance

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#covariance #dirac-delta #variance #gaussian-integral
279
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Poisson process and

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#probability #variance #poisson-process
239
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Minimum Variance Unbiased Estimator

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#lagrange-multiplier #variance
296
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Prove or disprove that the set of probabilities $\{p \in \Delta^n \mid \mbox{Var}(X) \leq \alpha\}$ is a convex set.

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#statistics #convex-analysis #convex-optimization #variance
56
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Total variance of a function of independent random variables

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#probability #functional-analysis #probability-theory #random-variables #variance
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Reference for expectation and variance of the product of independent random variables

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#probability-theory #reference-request #variance #expected-value
70
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Simplify $\sum_{i=1}^n\frac{i-1}{(n-i+1)^2}$ to $\sum_{i=1}^n\frac{n-i}{i^2}$

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#algebra-precalculus #variance
72
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Variance of sum of random variables - Confused

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#statistics #variance
133
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Variance in different measurements

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#variance
129
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expectation value of product of kronecker deltas

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#statistics #poisson-distribution #variance #sampling #expected-value

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