bn:01189450n
Noun Concept
Categories: Summary statistics, Covariance and correlation, Matrices
EN
covariance matrix  auto-covariance matrix  Complex covariance matrix  covariance matrices  dispersion matrix
EN
In probability theory and statistics, a covariance matrix is a square matrix giving the covariance between each pair of elements of a given random vector. Wikipedia
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EN
In probability theory and statistics, a covariance matrix is a square matrix giving the covariance between each pair of elements of a given random vector. Wikipedia
A matrix of covariances between a number of variables Wikipedia Disambiguation
Measure of covariance of components of a random vector Wikidata