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Learning Bayesian Models with R by Dr. Hari M. Koduvely

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Expectations and covariance

Having known the distribution of a set of random variables Expectations and covariance, what one would be typically interested in for real-life applications is to be able to estimate the average values of these random variables and the correlations between them. These are computed formally using the following expressions:

Expectations and covariance
Expectations and covariance

For example, in the case of two-dimensional normal distribution, if we are interested in finding the correlation between the variables ...

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