 Home

Codex Wiki

List of universities

University of Oxford

Course of the University of Oxford

Undergraduate course of the University of Oxford

Mathematics course of the University of Oxford

Past exam of the mathematics course of the University of Oxford

Undated

Prelims

Mathematics III resit

{c}

For the <random vector> $\boldsymbol\epsilon=(\epsilon_1,\ldots,\epsilon_n)^\top$, its <covariance matrix> is
$$
\boxed{\Sigma=\mathbb E[(\boldsymbol\epsilon-\mathbb E\boldsymbol\epsilon)
(\boldsymbol\epsilon-\mathbb E\boldsymbol\epsilon)^\top],\qquad
\Sigma_{ij}=\operatorname{Cov}(\epsilon_i,\epsilon_j).}
$$
Its diagonal entries are <variances>, and its off-diagonal entries measure pairwise <covariance>. Finite <second moments> make every entry well defined.

Solution

Past exam of the mathematics course of the University of Oxford / Undated / Prelims / Mathematics III resit / 7 / c / i / Solution

Past exam of the mathematics course of the University of Oxford / Undated / Prelims / Mathematics III resit / 7 / c / i / Solution

 Ancestors (13)

 Discussion (0)

 Articles by others on the same topic (0)

Past exam of the mathematics course of the University of Oxford / Undated / Prelims / Mathematics III resit / 7 / c / i / Solution

 Ancestors (13)

 Discussion (0)  Subscribe (1)

 Articles by others on the same topic (0)

 Discussion (0)