Timeline for Confidence Interval for Expectation using covariance matrix [duplicate]
Current License: CC BY-SA 4.0
10 events
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| Jan 17, 2022 at 15:59 | history | duplicates list edited | whuber♦ | duplicates list edited from The linearity of variance, Intuition behind the formula for the variance of a sum of two variables to Covariance of a variable and a linear combination of other variables, The linearity of variance, Intuition behind the formula for the variance of a sum of two variables | |
| Jan 17, 2022 at 15:59 | history | duplicates list edited | whuber♦ | duplicates list edited from The linearity of variance to The linearity of variance, Intuition behind the formula for the variance of a sum of two variables | |
| Jan 17, 2022 at 15:58 | history | closed | whuber♦ regression Users with the regression badge or a synonym can single-handedly close regression questions as duplicates and reopen them as needed. | Duplicate of The linearity of variance | |
| Jan 16, 2022 at 21:55 | comment | added | EdM | See the formula for the variance of a weighted sum of variables. As @whuber notes, similarly to how you must square the weights for the variance terms, you must multiply each covariance term by the product of the two weights involved. | |
| Jan 16, 2022 at 18:48 | comment | added | bm1125 | Here's the approx caculation i've done $\ 6.59 + 32^2*0.006 + 3^2 * 0.078 + 2 * -0.19 + 2 * -0.35 + 2 * 0.07 = 12.49$ | |
| Jan 16, 2022 at 18:46 | history | edited | bm1125 | CC BY-SA 4.0 |
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| Jan 16, 2022 at 18:46 | comment | added | whuber♦ | You failed to multiply the covariances by the corresponding $x_i,$ though. | |
| Jan 16, 2022 at 18:45 | comment | added | bm1125 | Yes that's what I did. I multiplied by variances by 1, 32, 3 respectively | |
| Jan 16, 2022 at 18:40 | comment | added | whuber♦ | Your formula is incorrect: the covariance terms need to be multiplied by the corresponding $x_i.$ | |
| Jan 16, 2022 at 17:45 | history | asked | bm1125 | CC BY-SA 4.0 |