Continuous Variable: can take on any value between two specified values. Obtained by measuring. Covariance: a measure of the direction of the linear relationship between two variables. Discrete ...

The distribution of the largest latent root of the covariance matrix calculated from a sample from the normal normalitive multivariate population with population covariance matrix σ2 I are presented ...

We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

The main property of a discrete joint probability distribution can be stated as the sum of all non-zero probabilities is 1. The next line shows this as a formula. The marginal distribution of X can be ...

This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Business Mathematics and Statistics, BSc in ...

This example shows a regression module that calculates statistics not calculated by the two previous examples: /* Regression Routine */ /* Given X, and Y, this fits Y = X B + E */ /* by least squares.

Abstract: This paper focuses on centralized and distributed state estimations with measurement outliers and inaccurate noise covariance matrices. To capture the heavy-tailed nature introduced by ...

This course is available on the BSc in Business Mathematics and Statistics and BSc in Mathematics, Statistics and Business. This course is not available as an outside option. This course is available ...