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Monthly Archives: April 2015
Sample variance
Let be a random variable and another independent and identically distributed random variable. We redefine the variance of to be the expectation of the energy between and : This agrees with the usual definition of variance since Given a sample , … Continue reading
Calculating the Lie algebra of a Lie group
The Lie algebra of a Lie group is the tangent space at the identity. Thus we can compute the Lie algebra by differentiating the Lie group and evaluating the derivative at the identity. Example 1. Let . These are the … Continue reading