Revision #758 → #1130 · back to history
addedCovariance (informal)5aa123b5ed05
addedCovariance of two real random variables09b4fb7e458a
addedProduct-form identity for covariancef4d6ae0ef774
addedCovariance of complex random variablesb295e2939e51
addedPseudo-covariancef0235fc8f61d
addedCovariance for equally-probable discrete pairs142bc82e5bd2
addedMean-free expression for discrete covariancee0043fc56a74
addedCovariance for unequally-probable discrete pairsee25c277c324
addedCovariance via joint probability matrixf49ca400f516
addedCovariance of linear combinations of independent variablesb94e0d71f831
addedCovariance from joint pmf138156df1d66
addedVariance as covariance with itself90b1f7c58245
addedCovariance of linear combinations5db66a4c8199
addedCovariance of weighted sumse172d4231700
addedHoeffding's covariance identitycb7c2ab980a6
addedUncorrelated random variables36621addaa60
addedIndependence implies zero covariance4703a190cb17
addedUncorrelated but not independent52a117916d9e
addedUncorrelatedness implies independence for jointly normal93a74d3dcb4b
addedPositively and negatively correlated4670dc641373
addedInner-product-like properties of covariance88187cf75c60
addedCovariance as L2 inner product on quotient spaceb3c3810ad327
addedCauchy–Schwarz inequality for covariance48adc42e99c7
addedSample covariance matrixb67d4c04d1dd
addedUnbiasedness of sample mean and sample covariancec7460dd3ae72
addedAuto-covariance matrix of a real random vector27c27a4ece52
addedCovariance matrix under linear transformation0e0b272909d3
addedCross-covariance matrix of real random vectors440f4dbe75a0
addedCross-covariance sesquilinear form on Hilbert spaces96d9a21e61df
addedPearson product-moment correlation coefficiente68208cdf48a