Product variance

English

Noun

1. Template:Lb Covariance.
   • 1934, A. C. Aitken, "Note on Selection from a Multivariate Normal Population", Proceedings of the Edinburgh Mathematical Society 4, page 106:

     From a population characterised by variables $x,y,z$, correlated and normally distributed, with means $0,0,0$, variances ${\sigma }_1^2,{\sigma }_2^2,{\sigma }_3^2$ and product variances $r_{12}{\sigma }_1{\sigma }_2,r_{13}{\sigma }_1{\sigma }_3,r_{23}{\sigma }_2{\sigma }_3$, a sub-population is extractedTemplate:....