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#variance — Public Fediverse posts

Live and recent posts from across the Fediverse tagged #variance, aggregated by home.social.

  1. Maximising the value of a portfolio. Using #Variance, CoVariance and Portfolio Variance. Briefly Variance is the deviation of a stock’s return with its own average returns, Co variance on the other hand is the variance of a stock’s return with respect to another stocks’ return. financemetrics.scienceontheweb Using #Matrix Algebra in a 5 Company Model. #economics #econometrics

  2. financemetrics.scienceontheweb Maximising the value of a portfolio. Calculating #Variance, #CoVariance and portfolio Variance using the magic of Matrix Algebra. Calculations feature 5 ftse stocks, BP, Vodafone, UU.L, Tesco and Morrison. Detailed exposition leads one through x transpose multiplied b x. #MatrixAlgebra

  3. In case anyone's keeping score, the idea that JFETs have hugely variable properties and that this problem cannot be - or at least has not been - fixed with different design or manufacturing practices, this batch showed it pretty clearly to me.

    20 J113s, minus 1 fake, equals 19 devices. I measured the Vgs / pinch-off voltage and the Id / drain current in my test rig. The result?

    6 very distinct bins with between 2 and 6 devices in each. Vgs overall varied from (-) 1.30 V to 2.11 V (variance is 38% of the larger value, or 62% of the smaller...), and Id from 5.7 mA to 12.8 mA, a spread of 125% (!) of the smaller value.

    No wonder so many JFET circuits just don't work if you don't hand-match the devices.

    #variance #variability #characteristics #measure #measurement #match #JFET #tolerance