docs/1-statistics.md

Variance of aggregated data

$$ \mathrm{Var}(aX + bY) = a^{2} \mathrm{Var}(X) + b^{2} \mathrm{Var}(Y) + 2 a b \mathrm{Cov}(X,Y) $$



edxu96/MatrixTSA documentation built on Feb. 5, 2021, 11:30 p.m.