Simple EWMA Covariance and Variance calculations are better than classical statistical calculations. YouTube EWMA videos are quasi correct but present the subject matter in a confusing and misleading ...

The asymptotic eigenvectors and eigenvalues of V, the covariance matrix of order statistics, are examined, and are given for the case where the parent population is normal or uniform. It is shown how ...

We study the covariance structure of a Markov chain generated by the Gibbs sampler, with emphasis on data augmentation. When applied to a Bayesian missing data problem, the Gibbs sampler produces two ...