English

The Generalized Law of Total Covariance

Probability 2022-05-31 v1

Abstract

A generalization of the law of total covariance is presented and proved.

Keywords

Cite

@article{arxiv.2205.14525,
  title  = {The Generalized Law of Total Covariance},
  author = {Charles W. Champ and Andrew V. Sills},
  journal= {arXiv preprint arXiv:2205.14525},
  year   = {2022}
}

Comments

9 pages