Covariance and Correlation in Probability

Covariance and Correlation in Probability

Steve Brunton via YouTube Direct link

00:00 Intro

1 of 10

1 of 10

00:00 Intro

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Classroom Contents

Covariance and Correlation in Probability

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  1. 1 00:00 Intro
  2. 2 01:50 Defining Covariance
  3. 3 03:48 Visual Intuitions of Covariance
  4. 4 08:05 Reformulation of Covariance
  5. 5 11:14 Covariance of Independents is 0
  6. 6 12:08 Covariance 0 is Not Independence
  7. 7 14:13 Additional Properties
  8. 8 16:06 Defining Correlation
  9. 9 17:51 Correlation Over Linear Transforms
  10. 10 18:53 Outro

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