Algebra of random variables | Covariance and correlation
In probability theory and statistics, covariance is a measure of the joint variability of two random variables. If the greater values of one variable mainly correspond with the greater values of the other variable, and the same holds for the lesser values (that is, the variables tend to show similar behavior), the covariance is positive. In the opposite case, when the greater values of one variable mainly correspond to the lesser values of the other, (that is, the variables tend to show opposite behavior), the covariance is negative. The sign of the covariance therefore shows the tendency in the linear relationship between the variables. The magnitude of the covariance is not easy to interpret because it is not normalized and hence depends on the magnitudes of the variables. The normalized version of the covariance, the correlation coefficient, however, shows by its magnitude the strength of the linear relation. A distinction must be made between (1) the covariance of two random variables, which is a population parameter that can be seen as a property of the joint probability distribution, and (2) the sample covariance, which in addition to serving as a descriptor of the sample, also serves as an estimated value of the population parameter. (Wikipedia).
Covariance (1 of 17) What is Covariance? in Relation to Variance and Correlation
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the difference between the variance and the covariance. A variance (s^2) is a measure of how spread out the numbers of
From playlist COVARIANCE AND VARIANCE
Covariance Definition and Example
What is covariance? How do I find it? Step by step example of a solved covariance problem for a sample, along with an explanation of what the results mean and how it compares to correlation. 00:00 Overview 03:01 Positive, Negative, Zero Correlation 03:19 Covariance for a Sample Example
From playlist Correlation
How to find Correlation in Excel 2013
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From playlist Excel for Statistics
This educational video delves into how you quantify a linear statistical relationship between two variables using covariance! #statistics #probability #SoME2 This video gives a visual and intuitive introduction to the covariance, one of the ways we measure a linear statistical relation
From playlist Summer of Math Exposition 2 videos
Covariance is a measure of relationship (or co-movement) between two variables. Correlation is just the translation of covariance into a UNITLESS measure that we can understand (-1.0 to 1.0). For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Statistics: Introduction
Covariance (8 of 17) What is the Correlation Coefficient?
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn what is and how to find the correlation coefficient of 2 data sets and see how it corresponds to the graph of the data
From playlist COVARIANCE AND VARIANCE
Covariance (6 of 17) Example of the Covariance Matrix - EX 1
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the covariance matrix of 2 data sets. Example 1 Next video in this series can be seen at: https://youtu.be/9DscP6F5CGs
From playlist COVARIANCE AND VARIANCE
Covariance (14 of 17) Covariance Matrix "Normalized" - Correlation Coefficient
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the “normalized” matrix (or the correlation coefficients) from the covariance matrix from the previous video using 3 sa
From playlist COVARIANCE AND VARIANCE
Covariance (5 of 17) What is the Covariance Matrix?
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the covariance matrix is an nxn matrix (where n=number of data sets) such that the diagonal elements represents the va
From playlist COVARIANCE AND VARIANCE
Creating and inspecting covariance matrices
This is part of an online course on covariance-based dimension-reduction and source-separation methods for multivariate data. The course is appropriate as an intermediate applied linear algebra course, or as a practical tutorial on multivariate neuroscience data analysis. More info here:
From playlist Dimension reduction and source separation
The Covariance Matrix : Data Science Basics
What is the covariance matrix and how is it computed? --- Like, Subscribe, and Hit that Bell to get all the latest videos from ritvikmath ~ --- Check out my Medium: https://medium.com/@ritvikmathematics My Patreon: https://www.patreon.com/user?u=49277905
From playlist Data Science Basics
Covariance, Clearly Explained!!!
Covariance is one of those statistical terms that you might have heard before but didn't quite understand. It sounds fancy, but it's really quite simple and it is a computational stepping stone to many other interesting concepts like correlation. This video describes covariance, what it do
From playlist StatQuest
What is General Relativity? Lesson 15 The covariant derivative of a (p,q)-rank tensor
In this lesson we review all the CFREE algebraic rules and the COMP conversions and then demonstrate the CFREE and COMP formulas for the covariant derivative of an arbitrary tensor.
From playlist What is General Relativity?
TeraLasso for sparse time-varying image modeling - Hero - Workshop 2 - CEB T1 2019
Alfred Hero (Univ. of Michigan) / 15.03.2019 TeraLasso for sparse time-varying image modeling. We propose a new ultrasparse graphical model for representing time varying images, and other multiway data, based on a Kronecker sum representation of the spatio-temporal inverse covariance ma
From playlist 2019 - T1 - The Mathematics of Imaging
Victor Panaretos: The extrapolation of correlation
CONFERENCE Recording during the thematic meeting : "Adaptive and High-Dimensional Spatio-Temporal Methods for Forecasting " the September 29, 2022 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks
From playlist Analysis and its Applications
Covariance: population vs. sample, and relationship to correlation (FRM T2-8)
[Here is my xls http://trtl.bz/2B9nqdO] Covariance is a measure of linear co-movement between variables. Independence implies zero covariance, but the converse is not necessarily true (because variables can be dependent in a non-linear way). Discuss this video in our FRM forum! https://trt
From playlist Quantitative Analysis (FRM Topic 2)
Covariance (10 of 17) Covariance Matrix with 3 Data Sets (Part 1)
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the covariance matrix of 3 data sets. Part 1 Next video in this series can be seen at: https://youtu.be/W3Dt-pG2DKQ
From playlist COVARIANCE AND VARIANCE
Covariance (12 of 17) Covariance Matrix wth 3 Data Sets and Correlation Coefficients
Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the correlation coefficients of the 3 data sets form the previous 2 videos. Next video in this series can be seen at:
From playlist COVARIANCE AND VARIANCE
Statistical Rethinking 2023 - 16 - Gaussian Processes
Course: https://github.com/rmcelreath/stat_rethinking_2023 Intro music: https://www.youtube.com/watch?v=_3XGEsDSInM Outline 00:00 Introduction 02:37 Oceanic spatial confounds 09:54 Gaussian processes 24:26 Oceanic Gaussian process 33:51 Pause 34:37 Phylogenetic regression 1:18:39 Summary
From playlist Statistical Rethinking 2023