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Covariance and Correlation - Comprehensive Introduction
Course Topic(s): Probability | Expected Value, covariance and correlation
This page contains the definition of the covariance and correlation of random variables. It contains properties, with proofs, of both concepts, such as the variance of a sum. It also has a discussions about the best linear predictor of a response variables. It also has questions for the reader (answers are given through a small link at the end of the page). Finally, there is a discussion of vector space concepts that includes the covariance as an inner product and HolderÃ¢â¬â¢s inequality.
Resource URL: http://www.math.uah.edu/stat/expect/Covariance.html
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Creator(s): Kyle Siegrist
Contributor(s): Kyle Siegrist
This resource was cataloged by Lisa GreenPublisher:
Virtual Laboratories in Probability and Statistics
Resource copyright: Creative Commons
This review was published on October 09, 2012
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