Algebra of random variables

Results: 230



#Item
111Probability theory / Algebra of random variables / Covariance / Covariance and correlation / Multiplier / Filter / Spectral density / Expected value / Kalman filter / Mathematical analysis / Mathematics / Signal processing

IEEE TRANSACTIONS ON ACOUSTICS, SPEECH, AND SIGNAL 172 SCER

Add to Reading List

Source URL: doc.utwente.nl

Language: English - Date: 2011-08-28 10:50:09
112Covariance / K1 / Correlation and dependence / K2 / Covariance and correlation / Algebra of random variables / Statistical dependence

Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement Technical Appendix Laura Veldkamp Stern School of Business New York University

Add to Reading List

Source URL: users.nber.org

Language: English - Date: 2013-06-27 13:35:18
113Algebra of random variables / Covariance and correlation / Summary statistics / Multivariate random variable / Variance / Covariance matrix / Covariance / Standard deviation / Modern portfolio theory / Statistics / Data analysis / Probability theory

Chapter 1 Portfolio Theory with Matrix Algebra Updated: August 7, 2013 When working with large portfolios, the algebra of representing portfolio expected returns and variances becomes cumbersome. The use of matrix (linea

Add to Reading List

Source URL: faculty.washington.edu

Language: English - Date: 2013-08-07 17:08:06
114Algebra of random variables / Covariance / Covariance and correlation / Expected value / Differential equation / Variance / Multivariate normal distribution / Moment / Statistics / Probability theory / Mathematical analysis

Quan%fying  Uncertainty  in  Model   Predic%ons   Alun  L.  Lloyd     Department  of  Mathema%cs   Biomathema%cs  Graduate  Program  

Add to Reading List

Source URL: www.newton.ac.uk

Language: English - Date: 2014-05-31 12:48:56
115Covariance and correlation / Abstract algebra / Linear algebra / Data analysis / Algebra of random variables / Covariance matrix / Covariance / Multivariate normal distribution / Matrix / Algebra / Statistics / Mathematics

g05 – Random Number Generators g05lyc NAG Library Function Document nag_rgsn_matrix_multi_normal (g05lyc)

Add to Reading List

Source URL: nag.com

Language: English - Date: 2012-01-26 06:18:32
116Data analysis / Singular value decomposition / Algebra of random variables / Multivariate statistics / Covariance / Variance / Principal component analysis / Correlation and dependence / Eigenvalues and eigenvectors / Statistics / Algebra / Covariance and correlation

Notes on methods for the political survey Chris Lightfoot, [removed] July 16, 2003 Abstract Some brief notes summarising the statistics and method in use.

Add to Reading List

Source URL: politics.beasts.org

Language: English - Date: 2003-07-16 18:51:07
117Multivariate statistics / Matrices / Summary statistics / Covariance matrix / Covariance / Multivariate random variable / Matrix / Normal distribution / Cross-covariance / Statistics / Covariance and correlation / Algebra of random variables

Analysis of classification possibility infrasound signals from different sources based on correlation ability N.D. Tsybulskaya S.N. Kulichkov

Add to Reading List

Source URL: www.ctbto.org

Language: English - Date: 2011-06-29 08:18:10
118Algebra of random variables / Data analysis / Variance / Covariance / Law of total covariance / Statistics / Probability theory / Covariance and correlation

Economics 411: Monetary and Financial Theory Fall, 1993 Derivatives of Statistics The following lemma is useful in what follows: Cov(X, Y ) = E (XY ) − E (Y )E (X).

Add to Reading List

Source URL: dl.dropboxusercontent.com

Language: English
119Data analysis / Probability theory / Covariance / Summary statistics / Variance / Uncorrelated / Expected value / Standard deviation / Ordinary least squares / Statistics / Covariance and correlation / Algebra of random variables

Review of Statistics by Miles Kimball Notation Below, the letters X, Y , Z, V , X1 , X2 , . . . Xn , etc. will always represent random variables, while a, b, c and d will always represent nonrandom constants. p2 , p3 , e

Add to Reading List

Source URL: dl.dropboxusercontent.com

Language: English
120Covariance and correlation / Summary statistics / Algebra of random variables / Variance / Covariance / Standard deviation / Ordinary least squares / Instrumental variable / Least squares / Statistics / Regression analysis / Data analysis

Economics 411: Monetary and Financial Theory Winter, 1995 Problem Set #2 A. Assume that for all i, E Xi = µ and

Add to Reading List

Source URL: dl.dropboxusercontent.com

Language: English
UPDATE