Articles containing proofs | Theory of probability distributions | Statistical laws | Algebra of random variables | Covariance and correlation | Theorems in statistics
In probability theory, the law of total covariance, covariance decomposition formula, or conditional covariance formula states that if X, Y, and Z are random variables on the same probability space, and the covariance of X and Y is finite, then The nomenclature in this article's title parallels the phrase law of total variance. Some writers on probability call this the "conditional covariance formula" or use other names. Note: The conditional expected values E( X | Z ) and E( Y | Z ) are random variables whose values depend on the value of Z. Note that the conditional expected value of X given the event Z = z is a function of z. If we write E( X | Z = z) = g(z) then the random variable E( X | Z ) is g(Z). Similar comments apply to the conditional covariance. (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
Covariance (11 of 17) Covariance Matrix with 3 Data Sets (Part 2)
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 2 Next video in this series can be seen at: https://youtu.be/O5v8ID5Cz_8
From playlist COVARIANCE AND VARIANCE
Trigonometry 7 The Cosine of the Sum and Difference of Two Angles
A geometric proof of the cosine of the sum and difference of two angles identity.
From playlist Trigonometry
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
Applying the law of cosines when given SAS
Learn how to solve for the lengths of the sides and the measures of the angles of a triangle using the law of cosines. The law of cosines is used in determining the lengths of the sides or the measures of the angles of a triangle when no angle measure and the length of the side opposite th
From playlist Law of Cosines
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
Using the law of cosines for a triangle with SAS
Learn how to solve for the lengths of the sides and the measures of the angles of a triangle using the law of cosines. The law of cosines is used in determining the lengths of the sides or the measures of the angles of a triangle when no angle measure and the length of the side opposite th
From playlist Law of Cosines
MIT 6.041SC Probabilistic Systems Analysis and Applied Probability, Fall 2013 View the complete course: http://ocw.mit.edu/6-041SCF13 Instructor: Jimmy Li License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 6.041SC Probabilistic Systems Analysis and Applied Probability, Fall 2013
(November 26, 2012) Leonard Susskind derives the Einstein field equations of general relativity and demonstrates how they equate spacetime curvature as expressed by the Einstein tensor, with the energy and momentum within that spacetime as expressed by the stress-energy tensor. This serie
From playlist Lecture Collection | General Relativity
Entropy Bounds, Light-sheets, and the Holographic Principle... part 1 continued - Raphael Bousso
Entropy Bounds, Light-sheets, and the Holographic Principle in Cosmology, part 1 continued Raphael Bousso University of California, Berkeley July 28, 2011
From playlist PiTP 2011
Numerical Hydrodynamics: Part 1 by Ian Hawke
PROGRAM : GRAVITATIONAL WAVE ASTROPHYSICS (ONLINE) ORGANIZERS : Parameswaran Ajith, K. G. Arun, Sukanta Bose, Bala R. Iyer, Resmi Lekshmi and B Sathyaprakash DATE : 18 May 2020 to 22 May 2020 VENUE : ONLINE Meeting Due to the ongoing COVID-19 pandemic, the original program has been can
From playlist Gravitational Wave Astrophysics (Online) 2020
Lec 03. Einstein's General Relativity and Gravitation: Special Relativity 2
UCI Physics 255 Einstein's General Relativity and Gravitation (Spring 2014) Lec 03. Einstein's General Relativity and Gravitation -- Special Relativity -- Part 2 View the complete course: http://ocw.uci.edu/courses/einsteins_general_relativity_and_gravitation.html Instructor: Herbert W. Ha
From playlist Einstein's General Relativity and Gravitation
Tracy-Widom at each edge of real covariance and MANOVA estimators by Zhou Fan
PROGRAM :UNIVERSALITY IN RANDOM STRUCTURES: INTERFACES, MATRICES, SANDPILES ORGANIZERS :Arvind Ayyer, Riddhipratim Basu and Manjunath Krishnapur DATE & TIME :14 January 2019 to 08 February 2019 VENUE :Madhava Lecture Hall, ICTS, Bangalore The primary focus of this program will be on the
From playlist Universality in random structures: Interfaces, Matrices, Sandpiles - 2019
Entropy Bounds, Light-sheets, and the Holographic Principle in Cosmology, part 1 - Raphael Bousso
Entropy Bounds, Light-sheets, and the Holographic Principle in Cosmology, part 1 Raphael Bousso University of California, Berkeley July 28, 2011
From playlist PiTP 2011
[BOURBAKI 2017] 14/01/2017 - 2/4 - Franck BARTHE
L’inégalité de corrélation gaussienne, d’après Thomas Royen La conjecture de corrélation gaussienne prédit que pour toute mesure gaussienne centrée et tout couple d’ensembles convexes symétriques par rapport à l’origine, la mesure de l’intersection des ensembles est plus grande que le pro
From playlist BOURBAKI - 2017
How to find Correlation in Excel 2013
Visit us at http://www.statisticshowto.com for more FREE statistics and Excel videos.
From playlist Excel for Statistics
Random matrices and high-dimensional stats: Beyond covariance matrices – N. El Karoui – ICM2018
Probability and Statistics Invited Lecture 12.11 Random matrices and high-dimensional statistics: Beyond covariance matrices Noureddine El Karoui Abstract: The last twenty-or-so years have seen spectacular progress in our understanding of the fine spectral properties of large-dimensional
From playlist Probability and Statistics