Commit 2025-05-15 20:48 4551f566
View on Github →feat: covariance of real random variables (#24925)
Covariance of two real-valued random variables, with notation cov[X, Y; μ].
cov[X, Y; μ] = ∫ ω, (X ω - μ[X]) * (Y ω - μ[Y]) ∂μ.
feat: covariance of real random variables (#24925)
Covariance of two real-valued random variables, with notation cov[X, Y; μ].
cov[X, Y; μ] = ∫ ω, (X ω - μ[X]) * (Y ω - μ[Y]) ∂μ.