21 Übersetzungen
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Anwendungsbeispiele Englisch
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- For a random vector, the first order moment is the mean vector, and the second order moment is the covariance matrix (when the mean is zero).
- In probability theory and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the covariance between each pair of elements of a given random vector.
- A set membership approach considers that the uncertainty corresponding to the "i"th measurement of an unknown random vector "x" is represented by a set "X"i (instead of a probability density function).
- A random vector (that is, a vector-valued random variable) is said to be a white noise vector or white random vector if its components each have a probability distribution with zero mean and finite variance, and are statistically independent: that is, their joint probability distribution must be the product of the distributions of the individual components.
- In statistics, a bivariate random vector [...] is jointly elliptically distributed if its iso-density contours—loci of equal values of the density function—are ellipses.
- Every random vector gives rise to a probability measure on [...] with the Borel algebra as the underlying sigma-algebra.
- The trace can be estimated unbiasedly by "Hutchinson's trick":Usually, the random vector is sampled from [...] (normal distribution) or [...] (Rademacher distribution).
- is a random vector in [...] with mean vector [...] and covariance matrix [...] (among the components of the vector), and these random vectors are independent and identically distributed.
- The (potentially time-dependent) auto-correlation matrix (also called second moment) of a (potentially time-dependent) random vector [...] is an [...] matrix containing as elements the autocorrelations of all pairs of elements of the random vector [...].
© dict.cc English-German dictionary 2024
Enthält Übersetzungen von der TU Chemnitz sowie aus Mr Honey's Business Dictionary (nur Englisch/Deutsch).
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