# Tagged Questions

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### Mean and Covariance of Office Hours

I have a homework assignment with the following question. I've attempted to solve the problems and my answers are below, but I feel like they are incorrect, and have no idea how to check. I would be ...
This is a homework problem. If I could have some hints on how to solve it that would be great. Mean and Covariance of a Mixture of Two Distributions: $$I = \left\{ \begin{array}{l l} 1 ... 1answer 138 views ### Show that E(XY) = σ_{XY} + μ_Xμ_Y? Let X and Y be two random variables with means μ_X and μ_Y , variances σ^2_Y, σ^2_X and covariance σ_{XY} . Show that E(XY) = σ_{XY} + μ_Xμ_Y? I tried the Covariance formula with: ... 0answers 78 views ### Estimation of max likelihood sample mean and sample covariance How do I estimate the maximum likelihood sample mean and sample covariance of the data set consisting of N = 100 2-dimensional samples x = (x1 , x2 )T ∈ R2 drawn from a 2-dimensional Gaussian ... 2answers 187 views ### Need help to understand the meaning of this formula I need help to understand the meaning of the following formula:$$\sum_{i=1}^n\sum_{j\neq i,j=1}^n(x_i-\mu_i)(x_j-\mu_j)c_{ij} where C is positive semidefinite matrix, $\mu_i$ is the mean of ...
I've been testing PCA via SVD to decompose a simple time series data matrix, $X$. I have two signals $x_1(t)$ and $x_2(t)$ in a data matrix where $M$ rows represents each timepoint sample and each ...