query: Computing the covaraince of two random variables given by a linear combination of samples drawn i.i.d from same distribution
positive_passages.docid: 41256
positive_passages.text: Variance of a linear combination of vectors
negative_passages.docid: 28006
negative_passages.text: The minimum of two independent geometric random variables
negative_passages.docid: 19034
negative_passages.text: Covariance of products of dependent random variables
negative_passages.docid: 35862
negative_passages.text: Expectation of Max and Min of Two Uniform Random Variables
negative_passages.docid: 137103
negative_passages.text: Random Gaussian Variables
negative_passages.docid: 87126
negative_passages.text: Generate three correlated uniformly-distributed random variables
negative_passages.docid: 9621
negative_passages.text: Bound for the correlation of three random variables
negative_passages.docid: 9665
negative_passages.text: Proof of the independence of the sample mean and sample variance
negative_passages.docid: 79525
negative_passages.text: How to compute the marginal likelihood given two multivariate Normal distribution?
negative_passages.docid: 54461
negative_passages.text: Showing independence of random variables
negative_passages.docid: 27102
negative_passages.text: Combining two covariance matrices
negative_passages.docid: 45492
negative_passages.text: Using Joint Distributions and conditional probabilities
negative_passages.docid: 158072
negative_passages.text: Variance of Gaussian linear combination
negative_passages.docid: 72782
negative_passages.text: Generic sum of Gamma random variables
negative_passages.docid: 37592
negative_passages.text: Jointly Complete Sufficient Statistics: Uniform(a, b)
negative_passages.docid: 26691
negative_passages.text: Uniformly distributed n-dimensional probability vectors over a simplex
negative_passages.docid: 88860
negative_passages.text: The product of two lognormal random variables