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Variance of a plus b is variance of a plus variance of b plus 2 times covariance a b.
Carlstein, E. The use of subseries values for estimating the variance of a general statistic from a stationary sequence.
The effect that changing the mean and variance of a distribution has extremes, using temperatures as an example.
Equation 1 shows the formula for computing the variance of a sample consisting of n items.
This paper deals with the analysis of the estimation of the variance of a sensitive variable.
As you are now well aware, the variance of a monte carlo estimator manifests itself as noise in a rendered image.
The variance of a constant random variable is 0. Also, if c is a constant, Var(cX) = c2Var X).
In this paper estimation of the sampling variance of a total in a model-based context is considered.
Similarly, the existing Bayesian planning criterion is usually based on the posterior variance of a quantile lifetime.
Is the variance of a well diversified portfolio the "risk"?
So, the mean and variance of A are calculated as.
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