Covariance matrix: Difference between revisions
(Created page with " ==Questions/things to explain== * The covariance matrix is a matrix, so it's a linear transformation. So what is the transformation? What does it do to vectors? * Some defin...") |
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* The covariance matrix is a matrix, so it's a linear transformation. So what is the transformation? What does it do to vectors? | * The covariance matrix is a matrix, so it's a linear transformation. So what is the transformation? What does it do to vectors? | ||
* Some definitions divide by the number of data points or one less than the number of data points. Where does this division come from? | * Some definitions divide by the number of data points or one less than the number of data points. Where does this division come from? | ||
[[Category:Probability]] | |||
Latest revision as of 03:40, 16 January 2019
Questions/things to explain
- The covariance matrix is a matrix, so it's a linear transformation. So what is the transformation? What does it do to vectors?
- Some definitions divide by the number of data points or one less than the number of data points. Where does this division come from?