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Simple Example

With these definitions, we can now rewrite our 2×2 correlation/covariance matrix in terms of a moe general design/feature matrix XRn×p. This leads to a p×p covariance matrix for the vectors xi with i=0,1,,p1 C[x]=[var[x0]cov[x0,x1]cov[x0,x2]cov[x0,xp1]cov[x1,x0]var[x1]cov[x1,x2]cov[x1,xp1]cov[x2,x0]cov[x2,x1]var[x2]cov[x2,xp1]cov[xp1,x0]cov[xp1,x1]cov[xp1,x2]var[xp1]],