I've been looking all over the internet and have been having trouble finding good uses of a covariance matrix to find the correlation coefficient. I know that, from a simple $2 \\times2$ variance-

Sep 17, 2018 · I've been looking all over the interwebs and have been having trouble finding good uses of a covariance matrix to find the correlation coefficient. For example, given a problem like: Suppose …

Apr 10, 2012 · Correlation Coefficient and Determination Coefficient Ask Question Asked 13 years, 8 months ago Modified 2 years, 6 months ago

Calculate correlation coefficient Ask Question Asked 5 years, 4 months ago Modified 5 years, 4 months ago

Dec 17, 2017 · roll a dice two times. Calculate covariance $\mathbb {C}ov (X,Y)$ . Calculate correlation coefficient. Ask Question Asked 7 years, 9 months ago Modified 7 years, 9 months ago

Is there any relationship between the covariance and correlation matrix? Sorry maybe I wasn't clear. I wanted to use Cholesky decomposition to generate correlated variables from random variables. I do …

May 5, 2016 · Finding correlation Using only Expected values and Variance Ask Question Asked 9 years, 7 months ago Modified 9 years, 7 months ago

Jun 9, 2021 · Finding Correlation coefficient in Regression equation Ask Question Asked 4 years, 5 months ago Modified 4 years, 5 months ago

How to find correlation coefficient given joint distribution Ask Question Asked 12 years, 2 months ago Modified 11 years, 1 month ago

Mar 25, 2019 · The question is: find the covariance of ABC stock returns with the original portfolio returns. Pretty straightforward. However I get confused working between percentages and units. The …