List questions from variance

Published on 27 Mar 2026 - 2:50

317

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Axiomatic approach to the definition of variance

Published on 09 Sep 2016 - 20:22

92

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What is the covariance matrix analogue of testing for variance > 0?

Published on 13 Sep 2016 - 3:41

79

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Variance when samples become the divisor

Published on 13 Sep 2016 - 9:14

79

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Variance and covariance between 2 variables

Published on 14 Sep 2016 - 6:34

47

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Null hypothesis testing

Published on 28 Mar 2026 - 13:23

46

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Need help verifying my program using statistics

Published on 26 Mar 2026 - 2:52

103

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Conditional variance calculation given a Toeplitz covariance matrix

Published on 26 Mar 2026 - 9:45

55

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$X_n$ is a discrete random process. $P(X_n=2)=P(X_n=-2)=0.5$ for all $n$ Find autocovariance function of $X_n$.

Published on 18 Sep 2016 - 2:46

123

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Large variance implies small probability of being in interval

Published on 20 Sep 2016 - 8:15

470

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Emiprical cdf expected value and variance

Published on 20 Sep 2016 - 10:49

590

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$Var(u|x)=\sigma^2$, problems with derivation homoskedasticity assumption

Published on 25 Mar 2026 - 17:45

134

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Simplify variance expression, taking into account covariances:$\operatorname{var}(Y_i-\bar Y-\hat {\beta}_1(x_i-\bar x))$

Published on 20 Sep 2016 - 22:30

2.7k

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Find the PDF of Z where $Z = X^2 + Y^2$

Published on 28 Mar 2026 - 11:34

243

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Simple Statistics/Probability Questions

Published on 21 Sep 2016 - 15:08

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Is the variance the same as the second moment for queueing theory?

Axiomatic approach to the definition of variance

What is the covariance matrix analogue of testing for variance > 0?

Variance when samples become the divisor

Variance and covariance between 2 variables

Null hypothesis testing

Need help verifying my program using statistics

Conditional variance calculation given a Toeplitz covariance matrix

$X_n$ is a discrete random process. $P(X_n=2)=P(X_n=-2)=0.5$ for all $n$ Find autocovariance function of $X_n$.

Large variance implies small probability of being in interval

Emiprical cdf expected value and variance

$Var(u|x)=\sigma^2$, problems with derivation homoskedasticity assumption

Simplify variance expression, taking into account covariances:$\operatorname{var}(Y_i-\bar Y-\hat {\beta}_1(x_i-\bar x))$

Find the PDF of Z where $Z = X^2 + Y^2$

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