ARTICLEWhat are expected values, variance, and covariance?
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Covers: theory of Expected Values and Variance
Estimated time needed to finish: 20 minutes
Questions this item addresses:
  • What are expected values and how do these relate to the concept of covariance?
How to use this item?

if you are looking to learn about these concepts read everything, interested in code? read toward the bottom.

URL: https://machinelearningmastery.com/introduction-to-expected-value-variance-and-covariance/
Author(s) / creator(s) / reference(s)
Jason Brownlee
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Expected Values, Variance, and Covariance

Collaborators
Total time needed: ~51 minutes
Objectives
Learn about expected values, variance, covariance, and connections between these concepts
Potential Use Cases
statistical analyses, function writing
Who is this for ?
INTERMEDIATE
Click on each of the following annotated items to see details.
ARTICLE 1. What are expected values, variance, and covariance?
  • What are expected values and how do these relate to the concept of covariance?
20 minutes
VIDEO 2. Covariance and Correlation I
  • What is covariance ?
10 minutes
VIDEO 3. Covariance and Correlation II
  • What is covariance?
10 minutes
VIDEO 4. Covariance Matrices I
  • What is covariance and covariance matrices?
10 minutes
ARTICLE 5. Covariance Matrices II
  • What are covariance and covariance matrices?
31 minutes

Concepts Covered

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