Given the covariance matrix C of a r vec (X 1 , ,X k ), how to compute the variance of the sum X 1 X k ...

Comparing 1111 and the defi ...

Given the covariance matrix C of a r.vec. (X 1 , ...,X k ), how to compute

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Given the covariance matrix C of a r.vec. (X₁, ...,X_k), how to compute the variance of the sum X₁+...+X_k?

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 11, 2024 09:02 AM

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Given the covariance matrix C of a r.vec. (X 1 , ...,X k ), how to compute

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Probability And Stochastic Modeling

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