Weighted sample covariance
141134
How to calculate weighted covariance?
104847
Minimum covariance of 2 random variables given the covariance of each with a third random variable
115501
What is covariance in plain language?
125679
Weighted Root Mean Square Error
41681
Conditional multivariate Gaussian distribution
6316
PCA on correlation or covariance?
129748
Computation of the marginal likelihood from MCMC samples
22871
Generating samples from singular Gaussian distribution
9881
Statistical inference when the sample "is" the population
146656
Multivariate Application of Slutsky's lemma
82345
Distribution of the magnitude of samples from the multivariate gaussian distribution
129598
Linear transformation of random variables
100615
Rank correlation statistics comparison
154022
Weighted Variance, one more time
43311
Covariance of Poisson and Conditional Binomial RV's
18163
Central limit theorem for sample medians
51189
The equivalence of sample correlation and R statistic for simple linear regression