Math 2.0

concept

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.

What this node 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)

The writing levels say how complete the text of a node is. They do not measure its truth.

Sources

  1. Web https://en.wikipedia.org/wiki/Covariance_matrix, lead section