The sample mean (sample average) or empirical mean (empirical average), and the sample covariance or empirical covariance are statistics computed from...

probability distribution, and (2) the sample covariance, which in addition to serving as a descriptor of the sample, also serves as an estimated value of...

weighted mean and covariance reduce to the unweighted sample mean and covariance above. The above generalizes easily to the case of taking the mean of vector-valued...

{\displaystyle \mu } is the sample mean, and S {\displaystyle S} is the covariance matrix of the samples. When the affine span of the samples is not the entire...

Fréchet mean Generalized mean Inequality of arithmetic and geometric means Sample mean and covariance Standard deviation Standard error of the mean Summary...

with by using the sample covariance matrix. The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space...

theory and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix)...

projection Sample mean and covariance – redirects to Sample mean and sample covariance Sample mean and sample covariance Sample maximum and minimum Sample size...

(see standard error of the sample mean). The scaling property and the Bienaymé formula, along with the property of the covariance Cov(aX, bY) = ab Cov(X, Y)...

Markowitz or Mean-Variance Efficient Portfolio is calculated from the sample mean and covariance, which are likely different from the population mean and covariance...