 PCA 4: principal components = eigenvectors Views: 4497 We can find the direction of the greatest variance in our data from the covariance matrix. It is the vector that does not rotate when we multiply...   Statistics 101: The Covariance Matrix Views: 33787 Statistics 101: The Covariance Matrix
In this video we discuss the anatomy of a covariance matrix. Unfortunately covariance matrices are often... 
 How To Solve For Covariance Views: 46609 Looking for a tutorial on How To Solve For Covariance? This practical instructional video explains accurately how it's done, and will help you get...   (ML 19.1) Gaussian processes  definition and first examples Views: 13071 Definition of a Gaussian process. Elementary examples of Gaussian processes. 
 FRM: Correlation & Covariance Views: 179804 Covariance is a measure of relationship (or comovement) between two variables. Correlation is just the translation of covariance into a UNITLESS...   Covarianza, Coeficiente de Correlacion, Diagrama Dispersión Views: 8807 Se obtendrá la covarianza, el coeficiente de correlación y el diagrama de dispersión como método para determinar la relación lineal que existe... 
 Statistics 101: Understanding Covariance Views: 54839 Statistics 101: Covariance.
In this video we discuss the very basics of what covariance is (and isn't) using two realworld examples; stock market...   Covariance matrix Views: 76516 A covariance matrix, in finance, is a square matrix that contains covariances between portfolio assets. Because, for example, the element in row... 
 Simple Covariance Matrix Views: 2974 Stochastic Processes Part 4   COVARIANCE Views: 9318 Expliquer la corrélation à l'aide de la covariance 
 Generating the VarianceCovariance Matrix Views: 83024 This is a followup video to a video posted previously by Dr. Colby Wright explaining how to execute meanvariance portfolio optimization in Excel....   Example of Transformations of Multiple r.v.s  The Sum Of Two r.v.s Views: 11798 The method of moments is applied to compute the CDF and pdf of the sum of two random variables, Y = X_1 + X_2. We show that when X_1 and X_2 are... 
 Sample Covariance and Correlation Views: 12620 Calculation of sample covariance and correlation   (PP 6.1) Multivariate Gaussian  definition Views: 14858 Introduction to the multivariate Gaussian (or multivariate Normal) distribution. 
 Multivariate Gaussian Random Vectors  Part 1  Definition Views: 6198 The definition of a multivariate Gaussian random vector is presented and compared to the Gaussian pdf for a single random variable as we've...   How to get portfolio variance/VaR from the covariance matrix Views: 34724 To get portfolio variance, we postmultiply the vector of positions (x) by the covariance matrix, then premultiply the transposed vector (x'). 
 How to make the variancecovariance matrix in Excel: Portfolio Models #1 Views: 46217 A short video on how to make the variancecovariance matrix in Excel, which is a basic skill needed if you are going to optimize portfolios. If you...   (PP 5.4) Independence, Covariance, and Correlation Views: 8728 (0:00) Definition of independent random variables.
(5:10) Characterizations of independence.
(10:54) Definition of covariance.
(13:10) Definition... 
 Poisson Processes Derivation Views: 7407 How to derive the pmf of the Poisson random process from the pmf of an approximating Binomial random process, by letting the block duration go to...   Error Ellipses In Action Views: 5697 Shows how the Gaussian error ellipse changes its shape as a function of the covariance matrix, the eigenvalues, and the correlation coefficient.... 
 Calculating covariance matrix using Excel Views: 15662 This tutorial teaches you how to calculate covariances matrix in a small example using Excel. More details: http://excelandfinance.com   Variancecovariance matrix using matrix notation of factor analysis Views: 4924 This video provides an introduction as to how we can derive the variancecovariance matrix for a set of indicator variables, when we use the matrix... 
 Six Theories about Random Variables Views: 16572 The important one is the calculation of variance   Lec32 Introduction to Principal Components and Analysis Views: 57868 Lecture Series on Neural Networks and Applications by Prof.S. Sengupta, Department of Electronics and Electrical Communication Engineering, IIT... 
 Covarianza. Ejercicio 1 Views: 10884
