Random variables Flashcards
1
Q
Jensen’s inequality
A
2
Q
Markov’s inequality
A
3
Q
Chebychev’s inequality
A
4
Q
Some properties of the covariance and conditional expectations
A
5
Q
Population coefficient of determination
A
6
Q
Distribution of a transformation of a multivariate normal random variable
A
7
Q
Properties of conditional expectation for multivariate normal
A
8
Q
Theorem quadratic form of a normal
A
9
Q
Therem 2, distributions of quadratic form of normal random variables
A
10
Q
Theorem 3 of quadratic form of normal variables
A
11
Q
Theorem 4 of quadratic forms of standard normals
A
12
Q
Sampling distribution of s2
A
13
Q
t square distribution
A
14
Q
F distribution
A
15
Q
Relationship CEF BLP
A
16
Q
population R^2
A
17
Q
Beta
A
18
Q
iterated BLP
A
19
Q
Density of transformation multivariate form
A
20
Q
Var s^2
A
21
Q
Diagonalization of idempotent matrix
A
