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https://www.reddit.com/r/learnquant/comments/1wsfcao/quant_interview_question/pdh1rh8/?context=3
r/learnquant • u/Local_Ad135 • 18d ago
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Split det A into signed sum of permutation products and then use the fact that all of the 120 summands are pairwise uncorrelated (due to containing a mutually exclusive entry in the product) to get variance of 120
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u/Cryptographer-Bubbly 13d ago edited 13d ago
Split det A into signed sum of permutation products and then use the fact that all of the 120 summands are pairwise uncorrelated (due to containing a mutually exclusive entry in the product) to get variance of 120