What is the covariance of the product of two independent random vectors with known covariances?
101627
Variance of product of 2 independent random vector
108690
The weighted sum of two independent Poisson random variables
19964
What does the dot product of two vectors represent?
27102
Combining two covariance matrices
20875
Is the product of two Gaussian random variables also a Gaussian?
7207
Statistics: sequences of independent and identically distributed random variables
100873
Let $\mathbf{Y}$ be a random vector. Are $k$th moments of $\mathbf{Y}$ considered?
115501
What is covariance in plain language?
138325
Equivalence of two formulas for variance and covariance
95509
Why is the sum of two random variables a convolution?
37856
Covariance between sum of iid random variables and sum of indicator functions
61101
Sum of two independent normal distributed random variables
141134
How to calculate weighted covariance?
87636
A Product function for matrix products
158072
Variance of Gaussian linear combination
109217
Invertibility of the Product of Two Matrices
31631
Proof Verification: Joint variance of the product of a random matrix with a random vector