Covariance matrix
Summary
The covariance matrix of a random vector is the square matrix of the covariances of all pairs of its components. The node covariance matrix gives the precise definition.
Where this leads
12 pages build on this one.
Further reading
- Web https://en.wikipedia.org/wiki/Covariance_matrix, lead section
About this page
| Tag | 0V7G6WMFK0 |
|---|---|
| URI | m2://0V7G6WMFK0 |
| Aliases | variance-covariance-matrix, dispersion-matrix |
| Kind | concept |
| Writing | W1 stated |
| MSC | 62H05 |
| Same as |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
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