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ST120 > 9. Covariance > Flashcards

9. Covariance Flashcards

1
Q

Definition
Covariance

A
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2
Q

Proposition
Property of Covariance
Proof

A
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3
Q

Corollary
Covariance of Sum
Proof

A
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4
Q

Corollary
Variance Relates to Covariance
Proof

A
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5
Q

Definition
Uncorrelated Random Variables

A
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6
Q

Corollary
Variance of Sum of Uncorrelated Variables
Proof

A
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7
Q

Proposition
Square Root Laws

A
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8
Q

Proposition
Square Root Laws

A
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ST120 (13 decks)

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