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paroussisc / stats

Repo to track the material I cover on Wednesdays
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Identities #3

Open paroussisc opened 5 years ago

paroussisc commented 5 years ago

Here are some identities found in Core Statistics that may be worth remembering.

paroussisc commented 5 years ago

Of course conditional density of two variables is:

codecogseqn 1

which leads to the following example identities:

codecogseqn 2 codecogseqn 3 codecogseqn 4

paroussisc commented 5 years ago

Mean and variance:

codecogseqn 6 codecogseqn 5 codecogseqn 7 the latter assumes nothing about the distribution of X or Y, or independence.

Mean and variance of random vector:

codecogseqn 8

codecogseqn 9

paroussisc commented 5 years ago

Multivariate normal conditional distribution:

codecogseqn 12