Statistics Foundations of statistics Concept
Sample mean and sample covariance
Summary
The sample mean and the sample covariance matrix summarise a sample of vectors by its centre and its spread. They are the multivariate versions of the sample mean and the sample variance. They are unbiased estimators of the mean vector and the covariance matrix, and they are the starting point of multivariate analysis.
Further reading
About this page
| Tag | ZP455BADJ3 |
|---|---|
| URI | m2://ZP455BADJ3 |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62H12, 62F10 |
| Same as |
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