#### Exam P Practice Problem 59 - Joint Distributions

: Problem 59-A Two random losses and are jointly modeled by the following density function: Suppose th … more →

#### Covariance and Contravariance In Java

: I have found that in order to understand covariance and contravariance a few examples with Java arra … more →

#### Exam P Practice Problem 32 - Covariance

: Problem 32A Suppose that and are two random losses with the following joint density function: Calcul … more →

#### Exam P Practice Problem 31 - Covariance

: Problem 31A A traveler is at the airport of City A and wants to reach his home in City B. He plans t … more →

#### The case of the red-haired kids

: This blog post first appeared, as written by me, on The Copernican science blog on December 30, 2012 … more →

#### Principal Component Analysis

: PCA on my whiteboard Nothing more to say about Principal Component Analysis, I tried to summarize in … more →

#### Covariance matrices with a practical example

: Covariance matrices are a way of describing the relation between a collection of variables. A single … more →

Tags: robotics, Programming

#### Sample Correlation Coefficient

: r = Cov(x,y) / Sx * Sy Sx = squared deviations of (xi – xbar) Sy = squared deviations of (yi-y … more →

Tags: quant, statistics, Vital

#### Non-standard covariance stuff involving three variables — 2 comments

: For some reason, three different completely unrelated projects have led me to some interesting ideas … more →

Tags: R, Probability, Math

#### #574 - The Problem with Array Covariance

: If we have an array of a particular base type,  assignment compatibility allows us to assign any sub … more →

Tags: Data Types, C#, Array Covariance

#### #573 - Array Covariance Doesn't Apply to Value Types — 2 comments

: Array covariance allows T[] to be assigned to U[], if T can be assigned to U. // Assignment compatib … more →

#### #572 - Why Array Covariance Is Called Covariance

: Array covariance in C# allows you to assign an array of instances of a derived class to a variable w … more →

#### #571 - Covariance in Programming Languages

: In programming languages, the idea of covariance has to do with whether the ordering of a set of ele … more →

Tags: Data Types, C#

#### #568 - Array Covariance — 1 comment

: In C#, you can always implicitly convert an instance of a more derived type  to an instance of a bas … more →

Tags: Data Types, C#, Array Covariance

#### What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? — 4 comments

: This is the question I posted this morning on StackOverflow, following an exchange two days ago with … more →

#### The CMA evolution strategy (Part I)

: The CMA algorithm was proposed by Hansen [1] and generalizes the mutation operation, by using correl … more →

#### Probability and Discrete Mathematics Lectures Week 6

: So before we state the theorem from Erdos we need to define a few more terms. First lets define a fu … more →

#### The depths of Java: API leak exposed through covariance — 3 comments

: Java can be very tricky some times, especially in API design. Let’s have a look at a very inte … more →

#### Modern Portfolio Theory

: What you will learn: Modern Portfolio Theory (MPT) Variance Standard deviation Covariance Correlatio … more →

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