| **Multivariate Gaussian Random Vectors - Part 1 - Definition** Views: 5916 The definition of a multi-variate Gaussian random vector is presented and compared to the Gaussian pdf for a single random variable as we've... | | **How To Solve For Covariance** Views: 42022 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... |

| **Statistics 101: Understanding Covariance** Views: 49163 Statistics 101: Covariance.
In this video we discuss the very basics of what covariance is (and isn't) using two real-world examples; stock market... | | **Mod-01 Lec-22 Transformations of Random Vectors** Views: 2197 Probability and Statistics by Dr.Somesh Kumar,Department of Mathematics,IIT Kharagpur. For more details on NPTEL visit http://nptel.iitm.ac.in |

| **Lec-32 Introduction to Principal Components and Analysis** Views: 55953 Lecture Series on Neural Networks and Applications by Prof.S. Sengupta, Department of Electronics and Electrical Communication Engineering, IIT... | | **Generating the Variance-Covariance Matrix** Views: 75663 This is a follow-up video to a video posted previously by Dr. Colby Wright explaining how to execute mean-variance portfolio optimization in Excel.... |

| **Lecture - 15 Correlation Covariance and Related Innver** Views: 20618 Lecture Series on Probability and Random Variables by Prof. M. Chakraborty, Department of Electronics and Electrical Communication Engineering,... | | **Lecture - 32 Gaussian Random Processes** Views: 16723 Lecture Series on Communication Engineering by Prof.Surendra Prasad, Department of Electrical Engineering ,IIT Delhi. For more details on NPTEL... |

| **Statistics 101: The Covariance Matrix** Views: 29676 Statistics 101: The Covariance Matrix
In this video we discuss the anatomy of a covariance matrix. Unfortunately covariance matrices are often... | | **Understanding variance, covariance, and Pearson's correlation coefficient** Views: 16003 Computation of variance, covariance, and correlation on Microsoft Excel to demonstrate conceptual principles. |

| **Example of Transformations of Multiple r.v.s -- The Sum Of Two r.v.s** Views: 11166 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... | | **(ML 19.1) Gaussian processes - definition and first examples** Views: 11949 Definition of a Gaussian process. Elementary examples of Gaussian processes. |

| **Poisson Processes Derivation** Views: 7187 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... | | **Discrete Random Matrices -- 2009 Moursund Lectures, Day 3** Views: 3837 Terence Tao, 2006 Fields Medal Recipient
University of California, Los Angeles
Lecture three of a three part series
Abstract: The spectral theory... |

| **Covarianza. Ejercicio 1** Views: 10062
| | **Lecture - 23 Correlation Matrices and their Properties** Views: 7615 Lecture Series on Probability and Random Variables by Prof. M. Chakraborty, Dept.of Electronics and Electrical Engineering,I.I.T.,Kharagpur. For... |

| **Covariance matrix** Views: 74437 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: 2808 Stochastic Processes Part 4 |

| **Matriz de covarianzas y correlaciones en Excel, 3 formas diferentes de obtenerlas** Views: 1561 Distintas formas de obtener la matriz de covarianzas en Excel, con el producto de matrices
αBB^t, donde B esta formado por columnas de dato -... | | **Covariance and correlation** Views: 15871 This video explains what is meant by the covariance and correlation between two random variables, providing some intuition for their respective... |

| **Lec 15 | MIT 18.085 Computational Science and Engineering I** Views: 10731 Numerical methods in estimation: recursive least squares and covariance matrix
A more recent version of this course is available at:... | | **Multivariate Gaussian Random Vectors - Part 2 - Properties** Views: 3076 Three important properties of a Gaussian Random Vector. |

| **Kalman Filtering** Views: 25378 This video is the result of a "Kalman Filtering" and Video Tracking Lab for my ES453 Computer Vision Course. The purpose of the video tracker is to... | | **How to do Pricipal Component Analysis (PCA)** Views: 28191 Four steps
1. Get covariance/ correlation matrix
2. Get Eigen Value
3. Get Eigen Vectors, which are the direction of principal components
4. Find... |

| **Estadística: Matriz Varianza-Covarianza y Método Acumulada Clase 15(Parte 1)** Views: 2809 Clase 15
Matriz Varianza-Covarianza y Método Acumulada (Parte 2/2)
Doctor Francisco Vera Alcívar
Departamento de Ciencias Naturales y Matemáticas |