Timeline for Measuring share contribution of each var/cov term to the standard deviation of a sum of variables
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 5, 2015 at 15:35 | comment | added | whuber♦ | The fact that you have to restrict the sum of the $x_i$ suggests (correctly) that your attempt to apportion "shares" of a standard deviation is not well-defined. (See what happens if you merely re-order the $x_i$, for instance.) What analytical problem are you attempting to solve with this calculation? That is, what is the intended meaning? | |
| May 5, 2015 at 15:31 | history | answered | XtremeCurling | CC BY-SA 3.0 |